-79.4%
AMIX vs ECL
+23.0%
-102.4%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +3.4% | -6.4% | -12.2% |
| 7D | -25.1% | +7.7% | -32.8% | -41.3% |
| 30D | -54.5% | +13.7% | -68.2% | -70.6% |
| 3M | -91.7% | +11.6% | -103.3% | -94.3% |
| 6M | -79.4% | +23.9% | -103.4% | -87.1% |
| All | -79.4% | +23.0% | -102.4% | -87.1% |
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