-99.9%
AMIX vs EOSE
+72.4%
-172.3%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.4% | -9.0% | +0.6% | -6.8% |
| 7D | -10.9% | -3.7% | -7.1% | -11.0% |
| 30D | -55.0% | -22.0% | -33.0% | -53.7% |
| 3M | -82.0% | -57.3% | -24.7% | -79.5% |
| 6M | -80.4% | -77.7% | -2.8% | -77.9% |
| YTD | -88.3% | -84.2% | -4.1% | -86.7% |
| 1Y | -92.4% | -89.5% | -2.9% | -91.6% |
| All | -99.9% | +72.4% | -172.3% | -99.9% |
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