-91.6%
AMIX vs EFX
-7.7%
-83.8%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.2% | +1.1% |
| 7D | -16.0% | +2.7% | -18.7% | -17.4% |
| 30D | -55.4% | +33.1% | -88.5% | -62.7% |
| 3M | -87.5% | +8.2% | -95.7% | -88.3% |
| 6M | -81.2% | +10.2% | -91.4% | -82.1% |
| YTD | -86.8% | -11.8% | -75.0% | -87.3% |
| 1Y | -91.6% | -6.1% | -85.5% | -90.3% |
| All | -91.6% | -7.7% | -83.8% | -90.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling