-90.5%
AMIX vs AME
+21.9%
-112.4%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | +4.2% | +7.7% | +0.1% |
| 7D | +1.2% | -1.5% | +2.7% | +3.5% |
| 30D | -45.3% | -4.2% | -41.2% | -40.4% |
| 3M | -83.1% | -5.9% | -77.1% | -80.9% |
| 6M | -76.9% | +2.8% | -79.7% | -74.6% |
| YTD | -85.3% | +16.6% | -101.8% | -81.3% |
| All | -90.5% | +21.9% | -112.4% | -86.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 1y: compounded portfolio wealth divided by compounded AME 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…
1y analysis · Full analysis span regression · 6 months rolling