-99.8%
AMIX vs EL
-16.5%
-83.3%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.0% | -4.9% | -2.4% |
| 7D | -13.7% | +0.8% | -14.5% | -13.8% |
| 30D | -62.1% | +19.8% | -81.9% | -63.1% |
| 3M | -46.2% | +25.7% | -71.9% | -47.7% |
| 6M | -46.4% | +5.4% | -51.9% | -49.2% |
| YTD | -60.3% | +0.2% | -60.5% | -62.3% |
| 1Y | -79.7% | +20.4% | -100.1% | -79.9% |
| All | -99.8% | -16.5% | -83.3% | -99.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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