-99.9%
AMIX vs BAX
-30.1%
-69.9%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.4% | -2.3% | -6.2% | -8.5% |
| 7D | -10.9% | +0.4% | -11.2% | -10.8% |
| 30D | -55.0% | +3.4% | -58.4% | -54.9% |
| 3M | -82.0% | -4.5% | -77.6% | -82.0% |
| 6M | -80.4% | +44.0% | -124.5% | -78.6% |
| YTD | -88.3% | +34.9% | -123.2% | -87.2% |
| 1Y | -92.4% | +37.9% | -130.3% | -91.6% |
| All | -99.9% | -30.1% | -69.9% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 10y: compounded portfolio wealth divided by compounded BAX 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…
10y analysis · Full analysis span regression · 6 months rolling