-91.6%
AMIX vs DGX
+45.0%
-136.5%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +3.5% | -6.5% | -3.7% |
| 7D | -25.1% | +4.1% | -29.2% | -25.7% |
| 30D | -54.5% | +10.5% | -65.0% | -55.5% |
| 3M | -91.7% | +9.8% | -101.5% | -91.9% |
| 6M | -79.4% | +34.6% | -114.0% | -79.4% |
| YTD | -86.1% | +49.8% | -135.9% | -86.0% |
| 1Y | -91.6% | +46.0% | -137.6% | -91.5% |
| All | -91.6% | +45.0% | -136.5% | -91.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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