-99.9%
AMIX vs AME
+43.0%
-142.9%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.5% | -2.5% | -4.6% |
| 7D | -16.0% | -5.2% | -10.9% | -8.6% |
| 30D | -55.4% | -8.0% | -47.4% | -48.9% |
| 3M | -87.5% | -8.9% | -78.6% | -85.7% |
| 6M | -81.2% | -5.0% | -76.2% | -78.8% |
| YTD | -86.8% | +11.9% | -98.7% | -87.6% |
| 1Y | -91.6% | +16.6% | -108.2% | -92.4% |
| All | -99.9% | +43.0% | -142.9% | -100.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling