-99.9%
AMIX vs EFX
-21.9%
-78.0%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.4% | +0.8% |
| 7D | -9.9% | -0.8% | -9.1% | -9.6% |
| 30D | -52.8% | +25.1% | -77.9% | -57.9% |
| 3M | -80.0% | +1.7% | -81.7% | -80.4% |
| 6M | -80.2% | +18.4% | -98.6% | -81.7% |
| YTD | -88.1% | -12.5% | -75.6% | -88.0% |
| 1Y | -91.1% | -8.1% | -83.0% | -91.1% |
| All | -99.9% | -21.9% | -78.0% | -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