-91.1%
AMIX vs BG
+8.3%
-99.4%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.7% | -0.6% | +1.6% |
| 7D | -9.9% | +2.6% | -12.4% | -9.2% |
| 30D | -52.8% | -6.7% | -46.1% | -53.9% |
| 3M | -80.0% | -9.3% | -70.8% | -80.5% |
| 6M | -80.2% | -18.3% | -61.9% | -82.3% |
| YTD | -88.1% | +16.2% | -104.3% | -84.5% |
| 1Y | -91.1% | +7.6% | -98.7% | -90.6% |
| All | -91.1% | +8.3% | -99.4% | -90.6% |
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