-99.9%
AMIX vs AME
+39.4%
-139.3%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -5.9% | +0.4% | +5.1% |
| 7D | -25.5% | -11.4% | -14.1% | -7.5% |
| 30D | -56.2% | -12.1% | -44.1% | -45.3% |
| 3M | -87.4% | -12.3% | -75.1% | -84.5% |
| 6M | -80.9% | -4.6% | -76.3% | -78.0% |
| YTD | -86.8% | +9.1% | -95.9% | -87.0% |
| 1Y | -91.3% | +13.3% | -104.6% | -91.8% |
| All | -99.9% | +39.4% | -139.3% | -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