-91.7%
AMIX vs DD
+30.9%
-122.6%
-93.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.0% | -0.8% | -19.2% | -19.6% |
| 7D | -8.1% | +3.2% | -11.3% | -9.2% |
| 30D | -52.3% | +20.3% | -72.5% | -55.6% |
| 3M | -83.8% | +8.2% | -91.9% | -84.2% |
| 6M | -79.0% | +3.4% | -82.4% | -80.0% |
| YTD | -87.2% | +30.6% | -117.8% | -83.9% |
| 1Y | -91.7% | +30.6% | -122.3% | -89.2% |
| All | -91.7% | +30.9% | -122.6% | -89.2% |
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