-99.8%
AMIX vs BBY
+36.6%
-136.4%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.2% | -5.1% | -2.4% |
| 7D | -13.7% | +9.5% | -23.2% | -15.0% |
| 30D | -62.1% | +6.8% | -68.9% | -62.5% |
| 3M | -46.2% | +28.9% | -75.0% | -46.4% |
| 6M | -46.4% | +37.8% | -84.2% | -46.8% |
| YTD | -60.3% | +38.7% | -99.0% | -60.5% |
| 1Y | -79.7% | +23.7% | -103.4% | -79.8% |
| All | -99.8% | +36.6% | -136.4% | -99.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling