-91.6%
AMIX vs BG
+4.9%
-96.5%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | +0.2% |
| 7D | -16.0% | +2.5% | -18.6% | -15.4% |
| 30D | -55.4% | -6.1% | -49.3% | -56.2% |
| 3M | -87.5% | -8.5% | -79.0% | -87.7% |
| 6M | -81.2% | -20.4% | -60.8% | -83.3% |
| YTD | -86.8% | +13.3% | -100.1% | -82.9% |
| 1Y | -91.6% | +7.3% | -98.8% | -90.7% |
| All | -91.6% | +4.9% | -96.5% | -90.7% |
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