-79.7%
AMIX vs DD
+41.5%
-121.1%
-89.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.4% | -2.3% | -2.0% |
| 7D | -13.7% | -3.5% | -10.2% | -12.8% |
| 30D | -62.1% | -10.3% | -51.8% | -60.8% |
| 3M | -46.2% | -7.5% | -38.6% | -45.2% |
| 6M | -46.4% | -8.0% | -38.4% | -45.5% |
| YTD | -60.3% | +10.5% | -70.7% | -55.5% |
| 1Y | -79.7% | +38.3% | -117.9% | -77.7% |
| All | -79.7% | +41.5% | -121.1% | -77.7% |
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