-79.4%
AMIX vs AR
-4.3%
-75.1%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -6.3% | +3.2% | -11.1% |
| 7D | -25.1% | -11.1% | -14.0% | -36.5% |
| 30D | -54.5% | +7.9% | -62.4% | -47.9% |
| 3M | -91.7% | +4.9% | -96.6% | -91.3% |
| 6M | -79.4% | -5.3% | -74.1% | -81.6% |
| All | -79.4% | -4.3% | -75.1% | -81.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling