-99.9%
AMIX vs EFX
-21.8%
-78.2%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.0% | +0.1% | -20.1% | -20.0% |
| 7D | -8.1% | -2.0% | -6.1% | -7.4% |
| 30D | -52.3% | +27.9% | -80.1% | -57.9% |
| 3M | -83.8% | +3.8% | -87.6% | -84.3% |
| 6M | -79.0% | +13.0% | -91.9% | -80.3% |
| YTD | -87.2% | -12.4% | -74.8% | -87.0% |
| 1Y | -91.7% | -10.4% | -81.3% | -91.7% |
| All | -99.9% | -21.8% | -78.2% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling