-99.8%
AMIX vs EFX
-26.5%
-73.3%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -6.4% | +4.4% | +1.3% |
| 7D | -13.7% | -8.6% | -5.1% | -9.7% |
| 30D | -62.1% | +0.1% | -62.2% | -62.5% |
| 3M | -46.2% | +3.8% | -50.0% | -47.2% |
| 6M | -46.4% | -13.5% | -32.9% | -44.4% |
| YTD | -60.3% | -17.7% | -42.6% | -58.1% |
| 1Y | -79.7% | -25.6% | -54.1% | -77.8% |
| All | -99.8% | -26.5% | -73.3% | -99.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling