-46.4%
AMIX vs AME
+0.9%
-47.3%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.5% | -3.4% | -9.6% |
| 7D | -13.7% | +0.6% | -14.3% | -17.1% |
| 30D | -62.1% | -6.7% | -55.4% | -48.0% |
| 3M | -46.2% | +4.1% | -50.2% | -30.7% |
| 6M | -46.4% | +1.6% | -48.0% | -33.9% |
| All | -46.4% | +0.9% | -47.3% | -33.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling