-99.9%
AMIX vs DGX
+109.7%
-209.6%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.0% | +0.1% | -20.1% | -20.0% |
| 7D | -8.1% | +1.2% | -9.3% | -8.1% |
| 30D | -52.3% | +11.2% | -63.5% | -52.2% |
| 3M | -83.8% | +9.3% | -93.1% | -83.7% |
| 6M | -79.0% | +37.4% | -116.3% | -78.1% |
| YTD | -87.2% | +51.6% | -138.8% | -86.4% |
| 1Y | -91.7% | +39.3% | -131.0% | -91.3% |
| All | -99.9% | +109.7% | -209.6% | -99.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling