-80.9%
AMIX vs ECL
+19.7%
-100.6%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -2.9% | -2.7% | +2.3% |
| 7D | -25.5% | +1.7% | -27.1% | -30.3% |
| 30D | -56.2% | +8.9% | -65.1% | -67.8% |
| 3M | -87.4% | +7.4% | -94.9% | -90.2% |
| 6M | -80.9% | +19.3% | -100.2% | -86.9% |
| All | -80.9% | +19.7% | -100.6% | -86.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 6mo: compounded portfolio wealth divided by compounded ECL 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…
6mo analysis · Full analysis span regression · 6 months rolling