-99.8%
AMIX vs DGX
+90.2%
-189.9%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | -0.2% |
| 7D | -3.4% | -0.3% | -3.1% | -3.4% |
| 30D | -54.4% | -1.2% | -53.2% | -54.4% |
| 3M | -45.7% | +19.9% | -65.6% | -43.8% |
| 6M | -49.2% | +19.2% | -68.4% | -47.4% |
| YTD | -60.3% | +37.5% | -97.8% | -57.9% |
| 1Y | -81.4% | +31.3% | -112.6% | -80.4% |
| All | -99.8% | +90.2% | -189.9% | -99.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling