-91.6%
AMIX vs DG
+45.3%
-136.8%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +8.5% | -11.5% | -2.4% |
| 7D | -25.1% | +12.3% | -37.4% | -24.5% |
| 30D | -54.5% | +19.3% | -73.8% | -53.8% |
| 3M | -91.7% | +11.9% | -103.6% | -91.6% |
| 6M | -79.4% | +25.0% | -104.4% | -79.1% |
| YTD | -86.1% | +8.7% | -94.8% | -85.7% |
| 1Y | -91.6% | +44.7% | -136.3% | -89.9% |
| All | -91.6% | +45.3% | -136.8% | -89.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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