-90.5%
AMIX vs BAX
+47.2%
-137.7%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | +2.4% | +9.4% | +11.6% |
| 7D | +1.2% | +9.0% | -7.9% | +0.4% |
| 30D | -45.3% | +8.5% | -53.8% | -45.6% |
| 3M | -83.1% | -4.1% | -79.0% | -83.0% |
| 6M | -76.9% | +46.9% | -123.8% | -73.5% |
| YTD | -85.3% | +38.4% | -123.7% | -80.5% |
| All | -90.5% | +47.2% | -137.7% | -83.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling