-92.4%
AMIX vs BG
+6.6%
-99.0%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.4% | -0.3% | -8.1% | -8.5% |
| 7D | -10.9% | +1.5% | -12.3% | -10.5% |
| 30D | -55.0% | -7.0% | -47.9% | -56.1% |
| 3M | -82.0% | -10.0% | -72.0% | -82.5% |
| 6M | -80.4% | -19.8% | -60.6% | -82.7% |
| YTD | -88.3% | +14.3% | -102.5% | -84.5% |
| 1Y | -92.4% | +6.5% | -98.9% | -91.9% |
| All | -92.4% | +6.6% | -99.0% | -91.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling