-99.8%
AMIX vs DD
+72.0%
-171.7%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.4% | -2.3% | -2.0% |
| 7D | -13.7% | -3.5% | -10.2% | -13.2% |
| 30D | -62.1% | -10.3% | -51.8% | -61.3% |
| 3M | -46.2% | -7.5% | -38.6% | -45.6% |
| 6M | -46.4% | -8.0% | -38.4% | -45.8% |
| YTD | -60.3% | +10.5% | -70.7% | -59.6% |
| 1Y | -79.7% | +38.3% | -117.9% | -79.7% |
| All | -99.8% | +72.0% | -171.7% | -99.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling