-99.9%
AMIX vs DGX
+110.4%
-210.4%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.4% | +0.4% | -8.8% | -8.4% |
| 7D | -10.9% | +1.9% | -12.8% | -10.8% |
| 30D | -55.0% | +12.7% | -67.6% | -54.9% |
| 3M | -82.0% | +9.6% | -91.6% | -82.0% |
| 6M | -80.4% | +37.6% | -118.0% | -79.6% |
| YTD | -88.3% | +52.1% | -140.4% | -87.5% |
| 1Y | -92.4% | +41.3% | -133.7% | -92.0% |
| All | -99.9% | +110.4% | -210.4% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling