-99.9%
AMIX vs BROS
+30.6%
-130.5%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +6.5% | -5.4% | +1.1% |
| 7D | -9.9% | +6.3% | -16.2% | -9.9% |
| 30D | -52.8% | -8.3% | -44.4% | -52.7% |
| 3M | -80.0% | -29.8% | -50.2% | -80.1% |
| 6M | -80.2% | -25.8% | -54.4% | -80.9% |
| YTD | -88.1% | -41.4% | -46.8% | -88.4% |
| 1Y | -91.1% | -35.2% | -55.9% | -91.4% |
| All | -99.9% | +30.6% | -130.5% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling