-99.9%
AMIX vs BROS
+22.8%
-122.8%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.3% | +2.3% | 0.0% |
| 7D | -16.0% | -21.2% | +5.2% | -16.1% |
| 30D | -55.4% | -11.6% | -43.9% | -55.3% |
| 3M | -87.5% | -36.7% | -50.8% | -87.5% |
| 6M | -81.2% | -42.8% | -38.4% | -81.5% |
| YTD | -86.8% | -44.8% | -42.0% | -87.1% |
| 1Y | -91.6% | -36.5% | -55.0% | -91.9% |
| All | -99.9% | +22.8% | -122.8% | -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