-99.9%
AMIX vs AR
+61.1%
-161.0%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -2.8% | -2.8% | -6.2% |
| 7D | -25.5% | -11.7% | -13.8% | -27.6% |
| 30D | -56.2% | +1.8% | -58.0% | -55.9% |
| 3M | -87.4% | +6.0% | -93.4% | -87.2% |
| 6M | -80.9% | -7.0% | -73.9% | -80.9% |
| YTD | -86.8% | +5.6% | -92.4% | -86.8% |
| 1Y | -91.3% | +10.8% | -102.1% | -91.3% |
| All | -99.9% | +61.1% | -161.0% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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