-99.8%
AMIX vs D
+62.8%
-162.6%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.4% | -0.5% | -1.3% |
| 7D | -13.7% | +0.4% | -14.2% | -13.9% |
| 30D | -62.1% | -3.6% | -58.5% | -61.4% |
| 3M | -46.2% | -1.0% | -45.2% | -45.2% |
| 6M | -46.4% | +6.3% | -52.7% | -46.8% |
| YTD | -60.3% | +14.7% | -75.0% | -61.7% |
| 1Y | -79.7% | +16.9% | -96.6% | -80.4% |
| All | -99.8% | +62.8% | -162.6% | -99.8% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 all: compounded portfolio wealth divided by compounded D 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…
all analysis · Full analysis span regression · 6 months rolling