-91.3%
AMIX vs COMP
+11.9%
-103.2%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -8.2% | +2.6% | -2.8% |
| 7D | -25.5% | -1.8% | -23.7% | -25.1% |
| 30D | -56.2% | -0.8% | -55.4% | -56.4% |
| 3M | -87.4% | -28.1% | -59.3% | -86.0% |
| 6M | -80.9% | +27.0% | -107.9% | -81.4% |
| YTD | -86.8% | -12.8% | -74.1% | -86.6% |
| 1Y | -91.3% | +4.9% | -96.2% | -91.0% |
| All | -91.3% | +11.9% | -103.2% | -91.0% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 1y: compounded portfolio wealth divided by compounded COMP 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…
1y analysis · Full analysis span regression · 6 months rolling