-80.1%
AMIX vs BBY
+27.9%
-108.0%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -2.1% | +10.9% | +9.3% |
| 7D | +11.4% | +10.9% | +0.5% | +9.2% |
| 30D | -40.5% | +19.6% | -60.2% | -41.0% |
| 3M | -80.1% | +27.6% | -107.7% | -79.7% |
| All | -80.1% | +27.9% | -108.0% | -79.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 3mo: compounded portfolio wealth divided by compounded BBY 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…
3mo analysis · Full analysis span regression · Available span rolling