-99.9%
AMIX vs DD
+91.5%
-191.4%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.2% |
| 7D | -16.0% | +4.6% | -20.6% | -16.6% |
| 30D | -55.4% | +11.8% | -67.2% | -56.3% |
| 3M | -87.5% | +2.2% | -89.7% | -87.5% |
| 6M | -81.2% | -1.6% | -79.6% | -81.3% |
| YTD | -86.8% | +23.0% | -109.8% | -86.9% |
| 1Y | -91.6% | +26.9% | -118.5% | -91.6% |
| All | -99.9% | +91.5% | -191.4% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling