-99.9%
AMIX vs COMP
+180.4%
-280.4%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +7.7% | -10.7% | -5.1% |
| 7D | -25.1% | +9.5% | -34.6% | -27.1% |
| 30D | -54.5% | +8.1% | -62.6% | -55.8% |
| 3M | -91.7% | -16.3% | -75.4% | -91.5% |
| 6M | -79.4% | +42.2% | -121.7% | -81.4% |
| YTD | -86.1% | -5.0% | -81.0% | -86.4% |
| 1Y | -91.6% | +20.1% | -111.7% | -92.2% |
| All | -99.9% | +180.4% | -280.4% | -100.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling