-90.5%
AMIX vs EOSE
-89.7%
-0.8%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | +8.0% | +3.8% | +6.8% |
| 7D | +1.2% | +6.8% | -5.6% | -4.7% |
| 30D | -45.3% | -25.4% | -19.9% | -37.1% |
| 3M | -83.1% | -54.7% | -28.4% | -74.5% |
| 6M | -76.9% | -76.5% | -0.3% | -61.5% |
| YTD | -85.3% | -83.6% | -1.7% | -74.6% |
| All | -90.5% | -89.7% | -0.8% | -83.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling