-79.4%
AMIX vs ED
+11.1%
-90.6%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +3.0% | -6.0% | -4.3% |
| 7D | -25.1% | +5.4% | -30.5% | -27.3% |
| 30D | -54.5% | +16.4% | -70.9% | -59.9% |
| 3M | -91.7% | +11.9% | -103.6% | -92.3% |
| 6M | -79.4% | +11.6% | -91.0% | -80.9% |
| All | -79.4% | +11.1% | -90.6% | -80.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling