-99.8%
AMIX vs EME
+239.2%
-339.0%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.7% | -3.7% | -2.3% |
| 7D | -13.7% | +1.9% | -15.6% | -14.0% |
| 30D | -62.1% | -8.3% | -53.8% | -61.5% |
| 3M | -46.2% | -10.7% | -35.4% | -43.8% |
| 6M | -46.4% | +1.9% | -48.3% | -47.4% |
| YTD | -60.3% | +23.5% | -83.7% | -64.8% |
| 1Y | -79.7% | +18.0% | -97.6% | -82.1% |
| All | -99.8% | +239.2% | -339.0% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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