-99.8%
AMIX vs AMCR
+4.9%
-104.7%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.8% | +1.6% | +0.8% |
| 7D | -3.4% | -1.8% | -1.5% | -2.5% |
| 30D | -54.4% | -6.0% | -48.4% | -52.7% |
| 3M | -45.7% | +18.9% | -64.7% | -46.8% |
| 6M | -49.2% | +5.7% | -54.8% | -49.8% |
| YTD | -60.3% | +11.1% | -71.4% | -60.9% |
| 1Y | -81.4% | +12.7% | -94.1% | -81.7% |
| All | -99.8% | +4.9% | -104.7% | -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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling