-99.9%
AMIX vs BRO
-4.4%
-95.5%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.0% | -0.8% | +1.6% |
| 7D | -9.9% | -0.3% | -9.6% | -10.0% |
| 30D | -52.8% | +11.3% | -64.0% | -51.4% |
| 3M | -80.0% | +0.7% | -80.7% | -79.8% |
| 6M | -80.2% | +32.9% | -113.1% | -79.4% |
| YTD | -88.1% | -8.8% | -79.3% | -88.1% |
| 1Y | -91.1% | -9.2% | -81.8% | -91.0% |
| All | -99.9% | -4.4% | -95.5% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 3y: compounded portfolio wealth divided by compounded BRO 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…
3y analysis · Full analysis span regression · 6 months rolling