-99.8%
AMIX vs COMP
+210.6%
-310.4%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.5% | -2.5% | -2.1% |
| 7D | -13.7% | +1.4% | -15.1% | -14.0% |
| 30D | -62.1% | -13.3% | -48.7% | -60.4% |
| 3M | -46.2% | +41.1% | -87.3% | -50.9% |
| 6M | -46.4% | +17.2% | -63.6% | -49.8% |
| YTD | -60.3% | +5.2% | -65.5% | -62.0% |
| 1Y | -79.7% | +18.9% | -98.6% | -81.4% |
| All | -99.8% | +210.6% | -310.4% | -99.9% |
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