-79.7%
AMIX vs BAH
-28.2%
-51.4%
-89.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.5% | -0.5% | -0.8% |
| 7D | -13.7% | -3.2% | -10.5% | -11.4% |
| 30D | -62.1% | +2.0% | -64.1% | -63.3% |
| 3M | -46.2% | -7.6% | -38.5% | -44.3% |
| 6M | -46.4% | -5.7% | -40.8% | -44.9% |
| YTD | -60.3% | -11.7% | -48.5% | -57.2% |
| 1Y | -79.7% | -27.4% | -52.3% | -76.4% |
| All | -79.7% | -28.2% | -51.4% | -76.4% |
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