-91.6%
AMIX vs ED
+27.1%
-118.7%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +3.0% | -6.0% | -4.7% |
| 7D | -25.1% | +5.4% | -30.5% | -27.6% |
| 30D | -54.5% | +16.4% | -70.9% | -59.4% |
| 3M | -91.7% | +11.9% | -103.6% | -92.4% |
| 6M | -79.4% | +11.6% | -91.0% | -81.0% |
| YTD | -86.1% | +24.1% | -110.2% | -90.5% |
| 1Y | -91.6% | +26.9% | -118.4% | -94.7% |
| All | -91.6% | +27.1% | -118.7% | -94.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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