-99.9%
AMIX vs ED
+48.1%
-148.0%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.9% | -6.5% | -5.7% |
| 7D | -25.5% | +5.2% | -30.6% | -26.1% |
| 30D | -56.2% | +15.5% | -71.7% | -57.3% |
| 3M | -87.4% | +13.0% | -100.5% | -87.7% |
| 6M | -80.9% | +13.1% | -94.0% | -81.3% |
| YTD | -86.8% | +25.3% | -112.1% | -87.3% |
| 1Y | -91.3% | +30.5% | -121.9% | -91.6% |
| All | -99.9% | +48.1% | -148.0% | -99.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling