-99.8%
AMIX vs BG
+51.5%
-151.3%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.4% | -4.6% | +0.4% |
| 7D | -3.4% | +2.4% | -5.7% | -3.0% |
| 30D | -54.4% | +15.0% | -69.4% | -53.4% |
| 3M | -45.7% | -0.7% | -45.1% | -46.3% |
| 6M | -49.2% | +7.5% | -56.7% | -49.2% |
| YTD | -60.3% | +41.6% | -102.0% | -59.1% |
| 1Y | -81.4% | +50.7% | -132.0% | -80.8% |
| All | -99.8% | +51.5% | -151.3% | -99.8% |
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