-99.8%
AMIX vs DG
+5.8%
-105.6%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.5% | -3.4% | -1.6% |
| 7D | -13.7% | +8.4% | -22.1% | -12.1% |
| 30D | -62.1% | +4.9% | -67.0% | -61.6% |
| 3M | -46.2% | +29.3% | -75.5% | -42.9% |
| 6M | -46.4% | -11.3% | -35.2% | -48.0% |
| YTD | -60.3% | +1.8% | -62.0% | -59.9% |
| 1Y | -79.7% | +25.3% | -105.0% | -78.1% |
| All | -99.8% | +5.8% | -105.6% | -99.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling