-89.7%
AMIX vs AME
+21.9%
-111.6%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | 0.0% | +8.8% | +8.7% |
| 7D | +11.4% | -4.1% | +15.6% | +24.5% |
| 30D | -40.5% | -4.1% | -36.4% | -35.2% |
| 3M | -80.1% | -5.6% | -74.5% | -77.8% |
| 6M | -74.8% | +2.8% | -77.7% | -72.4% |
| YTD | -84.0% | +16.6% | -100.6% | -79.7% |
| 1Y | -89.7% | +21.1% | -110.8% | -85.7% |
| All | -89.7% | +21.9% | -111.6% | -85.7% |
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