-99.8%
AMIX vs BG
+45.2%
-145.0%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.2% | -0.7% | -2.1% |
| 7D | -13.7% | +2.8% | -16.5% | -13.3% |
| 30D | -62.1% | +12.0% | -74.1% | -61.4% |
| 3M | -46.2% | -7.7% | -38.5% | -47.2% |
| 6M | -46.4% | +4.5% | -50.9% | -46.8% |
| YTD | -60.3% | +35.7% | -95.9% | -59.3% |
| 1Y | -79.7% | +50.1% | -129.7% | -79.2% |
| All | -99.8% | +45.2% | -145.0% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling