-99.8%
AMIX vs AR
+74.5%
-174.3%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.7% | -1.2% | -2.1% |
| 7D | -13.7% | +2.5% | -16.2% | -13.2% |
| 30D | -62.1% | +14.8% | -76.9% | -60.7% |
| 3M | -46.2% | +6.2% | -52.4% | -45.3% |
| 6M | -46.4% | +4.3% | -50.7% | -45.7% |
| YTD | -60.3% | +14.4% | -74.6% | -59.5% |
| 1Y | -79.7% | +21.3% | -101.0% | -79.3% |
| All | -99.8% | +74.5% | -174.3% | -99.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling