-99.8%
AMIX vs ED
+30.8%
-130.6%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.3% | -0.6% | -1.7% |
| 7D | -13.7% | -0.2% | -13.5% | -13.7% |
| 30D | -62.1% | -0.1% | -61.9% | -62.0% |
| 3M | -46.2% | +3.9% | -50.1% | -46.1% |
| 6M | -46.4% | -3.0% | -43.4% | -46.3% |
| YTD | -60.3% | +10.7% | -70.9% | -60.8% |
| 1Y | -79.7% | +13.3% | -93.0% | -79.8% |
| All | -99.8% | +30.8% | -130.6% | -99.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling