-99.9%
AMIX vs BAH
-35.4%
-64.5%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.2% | -6.7% | -5.9% |
| 7D | -25.5% | +6.0% | -31.5% | -27.0% |
| 30D | -56.2% | +31.1% | -87.3% | -60.4% |
| 3M | -87.4% | +25.2% | -112.6% | -88.6% |
| 6M | -80.9% | +18.9% | -99.8% | -82.2% |
| YTD | -86.8% | +8.3% | -95.1% | -87.5% |
| 1Y | -91.3% | +6.2% | -97.5% | -91.8% |
| All | -99.9% | -35.4% | -64.5% | -99.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling