-91.6%
AMIX vs DRI
+30.3%
-121.9%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | -0.6% |
| 7D | -16.0% | +2.8% | -18.8% | -14.4% |
| 30D | -55.4% | +13.3% | -68.7% | -51.5% |
| 3M | -87.5% | +8.2% | -95.7% | -86.7% |
| 6M | -81.2% | +17.5% | -98.7% | -78.9% |
| YTD | -86.8% | +26.9% | -113.8% | -83.4% |
| 1Y | -91.6% | +31.6% | -123.1% | -88.4% |
| All | -91.6% | +30.3% | -121.9% | -88.4% |
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