-99.9%
AMIX vs DG
+9.1%
-109.0%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | +2.2% | +9.7% | +12.3% |
| 7D | +1.2% | +0.7% | +0.5% | +1.4% |
| 30D | -45.3% | +7.4% | -52.8% | -44.4% |
| 3M | -83.1% | +8.5% | -91.6% | -82.7% |
| 6M | -76.9% | +21.9% | -98.7% | -75.7% |
| YTD | -85.3% | +4.9% | -90.2% | -85.0% |
| 1Y | -89.8% | +40.4% | -130.2% | -88.7% |
| All | -99.9% | +9.1% | -109.0% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling