-91.6%
AMIX vs BAH
+6.2%
-97.8%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.5% | -4.5% | -3.9% |
| 7D | -25.1% | +5.8% | -30.9% | -28.1% |
| 30D | -54.5% | +28.7% | -83.2% | -62.7% |
| 3M | -91.7% | +20.9% | -112.6% | -93.0% |
| 6M | -79.4% | +15.2% | -94.6% | -81.9% |
| YTD | -86.1% | +7.1% | -93.1% | -86.5% |
| 1Y | -91.6% | +6.4% | -98.0% | -91.5% |
| All | -91.6% | +6.2% | -97.8% | -91.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 1y: compounded portfolio wealth divided by compounded BAH 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…
1y analysis · Full analysis span regression · 6 months rolling