-99.9%
AMIX vs DD
+101.0%
-200.9%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.7% | +1.2% |
| 7D | -9.9% | +5.0% | -14.8% | -10.5% |
| 30D | -52.8% | +19.7% | -72.5% | -54.1% |
| 3M | -80.0% | +7.2% | -87.2% | -80.2% |
| 6M | -80.2% | +1.0% | -81.3% | -80.5% |
| YTD | -88.1% | +29.1% | -117.2% | -88.2% |
| 1Y | -91.1% | +28.5% | -119.5% | -91.1% |
| All | -99.9% | +101.0% | -200.9% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling