-79.4%
AMIX vs COO
+4.0%
-83.4%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +5.9% | -8.9% | -5.4% |
| 7D | -25.1% | +8.4% | -33.5% | -27.8% |
| 30D | -54.5% | +13.5% | -68.0% | -57.3% |
| 3M | -91.7% | -13.8% | -78.0% | -90.8% |
| 6M | -79.4% | +4.7% | -84.2% | -77.9% |
| All | -79.4% | +4.0% | -83.4% | -77.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling