-99.9%
AMIX vs DG
+9.6%
-109.5%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +0.5% | +8.4% | +8.9% |
| 7D | +11.4% | +5.2% | +6.2% | +12.7% |
| 30D | -40.5% | +7.9% | -48.4% | -39.4% |
| 3M | -80.1% | +12.7% | -92.8% | -79.5% |
| 6M | -74.8% | +22.4% | -97.3% | -73.5% |
| YTD | -84.0% | +5.4% | -89.4% | -83.7% |
| 1Y | -89.7% | +39.4% | -129.1% | -88.6% |
| All | -99.9% | +9.6% | -109.5% | -99.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling