-99.9%
AMIX vs EFX
-21.8%
-78.1%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -0.1% | +8.9% | +8.8% |
| 7D | +11.4% | +0.3% | +11.2% | +11.2% |
| 30D | -40.5% | +29.1% | -69.6% | -47.8% |
| 3M | -80.1% | +4.3% | -84.4% | -80.8% |
| 6M | -74.8% | +7.7% | -82.6% | -76.0% |
| YTD | -84.0% | -12.5% | -71.5% | -83.7% |
| 1Y | -89.7% | -8.8% | -80.9% | -89.7% |
| All | -99.9% | -21.8% | -78.1% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 10y: compounded portfolio wealth divided by compounded EFX 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…
10y analysis · Full analysis span regression · 6 months rolling