-99.8%
AMIX vs AS
+120.4%
-220.2%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.6% | -5.5% | -2.1% |
| 7D | -13.7% | -4.9% | -8.8% | -13.5% |
| 30D | -62.1% | -19.6% | -42.5% | -61.7% |
| 3M | -46.2% | -14.4% | -31.8% | -45.8% |
| 6M | -46.4% | -20.1% | -26.3% | -46.0% |
| YTD | -60.3% | -20.9% | -39.3% | -60.0% |
| 1Y | -79.7% | -21.9% | -57.8% | -79.5% |
| All | -99.8% | +120.4% | -220.2% | -99.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling