-99.8%
AMIX vs BRO
-12.1%
-87.7%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.3% | -3.7% | -4.1% |
| 7D | -6.3% | -8.6% | +2.3% | -8.2% |
| 30D | -51.9% | -6.9% | -45.0% | -52.7% |
| 3M | -44.9% | +10.5% | -55.4% | -44.3% |
| 6M | -47.9% | -2.8% | -45.2% | -48.0% |
| YTD | -62.0% | -16.1% | -45.9% | -62.9% |
| 1Y | -82.0% | -27.6% | -54.4% | -82.9% |
| All | -99.8% | -12.1% | -87.7% | -99.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling