-89.7%
AMIX vs DRI
+31.8%
-121.5%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -0.5% | +9.3% | +8.5% |
| 7D | +11.4% | +4.2% | +7.2% | +14.4% |
| 30D | -40.5% | +15.7% | -56.2% | -34.7% |
| 3M | -80.1% | +5.8% | -85.8% | -79.3% |
| 6M | -74.8% | +18.4% | -93.3% | -71.8% |
| YTD | -84.0% | +28.2% | -112.2% | -80.1% |
| 1Y | -89.7% | +35.9% | -125.6% | -85.7% |
| All | -89.7% | +31.8% | -121.5% | -85.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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