-99.9%
AMIX vs BG
+23.8%
-123.7%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | +2.1% | +9.7% | +12.1% |
| 7D | +1.2% | +7.4% | -6.2% | +2.1% |
| 30D | -45.3% | -1.5% | -43.8% | -45.5% |
| 3M | -83.1% | -6.1% | -77.0% | -83.2% |
| 6M | -76.9% | -18.0% | -58.9% | -77.7% |
| YTD | -85.3% | +15.6% | -100.9% | -85.3% |
| 1Y | -89.8% | +9.6% | -99.4% | -89.9% |
| All | -99.9% | +23.8% | -123.7% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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