-99.9%
AMIX vs DD
+102.2%
-202.1%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.4% | -0.6% | -7.9% | -8.3% |
| 7D | -10.9% | +6.7% | -17.6% | -11.8% |
| 30D | -55.0% | +19.4% | -74.4% | -56.3% |
| 3M | -82.0% | +7.6% | -89.6% | -82.2% |
| 6M | -80.4% | +2.9% | -83.3% | -80.8% |
| YTD | -88.3% | +29.9% | -118.1% | -88.4% |
| 1Y | -92.4% | +28.6% | -121.0% | -92.4% |
| All | -99.9% | +102.2% | -202.1% | -99.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling