-91.6%
AMIX vs ES
-1.6%
-90.0%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.1% | -5.1% | -4.6% |
| 7D | -25.1% | +5.3% | -30.4% | -28.5% |
| 30D | -54.5% | +8.9% | -63.4% | -58.0% |
| 3M | -91.7% | -1.9% | -89.8% | -91.6% |
| 6M | -79.4% | +3.9% | -83.3% | -79.5% |
| YTD | -86.1% | +8.3% | -94.3% | -86.3% |
| 1Y | -91.6% | -0.1% | -91.4% | -91.3% |
| All | -91.6% | -1.6% | -90.0% | -91.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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