-99.9%
AMIX vs COO
-31.4%
-68.5%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -0.6% | +9.4% | +8.9% |
| 7D | +11.4% | +4.5% | +6.9% | +11.1% |
| 30D | -40.5% | +16.9% | -57.4% | -41.3% |
| 3M | -80.1% | -16.7% | -63.4% | -79.8% |
| 6M | -74.8% | +5.9% | -80.8% | -74.4% |
| YTD | -84.0% | -22.4% | -61.5% | -84.0% |
| 1Y | -89.7% | -10.1% | -79.6% | -89.6% |
| All | -99.9% | -31.4% | -68.5% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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