-99.8%
AMIX vs EOSE
+309.5%
-409.3%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +10.8% | -11.0% | -2.2% |
| 7D | -3.4% | +41.4% | -44.8% | -10.2% |
| 30D | -54.4% | +3.6% | -58.0% | -55.0% |
| 3M | -45.7% | -35.7% | -10.0% | -46.3% |
| 6M | -49.2% | -29.9% | -19.3% | -49.0% |
| YTD | -60.3% | -62.5% | +2.1% | -60.9% |
| 1Y | -81.4% | -37.4% | -44.0% | -80.3% |
| All | -99.8% | +309.5% | -409.3% | -99.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 10y: compounded portfolio wealth divided by compounded EOSE 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…
10y analysis · Full analysis span regression · 6 months rolling