-90.5%
AMIX vs DD
+31.6%
-122.1%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | +5.9% | +6.0% | +9.3% |
| 7D | +1.2% | +9.8% | -8.6% | -2.4% |
| 30D | -45.3% | +19.3% | -64.7% | -49.1% |
| 3M | -83.1% | +9.4% | -92.4% | -83.6% |
| 6M | -76.9% | +4.8% | -81.7% | -78.0% |
| YTD | -85.3% | +30.2% | -115.5% | -81.5% |
| All | -90.5% | +31.6% | -122.1% | -87.5% |
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