-91.6%
AMIX vs DG
+34.9%
-126.5%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.1% | +3.1% | -0.2% |
| 7D | -16.0% | +1.1% | -17.1% | -15.8% |
| 30D | -55.4% | +9.5% | -64.9% | -55.0% |
| 3M | -87.5% | +5.5% | -93.0% | -87.4% |
| 6M | -81.2% | +16.1% | -97.3% | -81.0% |
| YTD | -86.8% | +2.7% | -89.5% | -86.6% |
| 1Y | -91.6% | +42.1% | -133.7% | -90.2% |
| All | -91.6% | +34.9% | -126.5% | -90.2% |
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