-91.6%
AMIX vs DD
+49.3%
-140.9%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.8% | -1.2% | -2.5% |
| 7D | -25.1% | +8.7% | -33.8% | -27.0% |
| 30D | -54.5% | +15.3% | -69.9% | -56.6% |
| 3M | -91.7% | +5.9% | -97.7% | -91.9% |
| 6M | -79.4% | +11.6% | -91.0% | -79.5% |
| YTD | -86.1% | +26.5% | -112.6% | -82.3% |
| 1Y | -91.6% | +35.4% | -127.0% | -86.5% |
| All | -91.6% | +49.3% | -140.9% | -86.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 1y: compounded portfolio wealth divided by compounded DD 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…
1y analysis · Full analysis span regression · 6 months rolling