-99.8%
AMIX vs AMCR
+10.2%
-110.0%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.2% | -1.7% | -1.8% |
| 7D | -13.7% | -1.9% | -11.9% | -12.8% |
| 30D | -62.1% | -4.1% | -58.0% | -61.2% |
| 3M | -46.2% | +21.7% | -67.8% | -47.9% |
| 6M | -46.4% | +1.5% | -47.9% | -47.4% |
| YTD | -60.3% | +13.1% | -73.4% | -61.3% |
| 1Y | -79.7% | +16.5% | -96.2% | -80.3% |
| All | -99.8% | +10.2% | -110.0% | -99.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1990-01-01 to 2026-09-04: compounded portfolio wealth divided by compounded AMCR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling