-99.9%
AMIX vs AS
+139.2%
-239.1%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +5.1% | -8.1% | -3.2% |
| 7D | -25.1% | +13.8% | -38.9% | -25.6% |
| 30D | -54.5% | +16.7% | -71.2% | -54.9% |
| 3M | -91.7% | -11.5% | -80.2% | -91.7% |
| 6M | -79.4% | -5.5% | -73.9% | -79.4% |
| YTD | -86.1% | -14.2% | -71.9% | -86.0% |
| 1Y | -91.6% | +2.1% | -93.6% | -91.5% |
| All | -99.9% | +139.2% | -239.1% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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