-99.9%
AMIX vs BROS
+25.8%
-125.7%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -21.4% | +15.8% | -5.7% |
| 7D | -25.5% | -21.4% | -4.1% | -25.6% |
| 30D | -56.2% | -11.5% | -44.7% | -56.1% |
| 3M | -87.4% | -47.4% | -40.1% | -87.5% |
| 6M | -80.9% | -39.5% | -41.4% | -81.3% |
| YTD | -86.8% | -43.5% | -43.3% | -87.1% |
| 1Y | -91.3% | -37.8% | -53.6% | -91.6% |
| All | -99.9% | +25.8% | -125.7% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 BROS 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