-91.6%
AMIX vs ES
+1.8%
-93.4%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.9% | +2.9% | +2.1% |
| 7D | -16.0% | +1.9% | -17.9% | -17.6% |
| 30D | -55.4% | +7.1% | -62.5% | -58.3% |
| 3M | -87.5% | -1.9% | -85.6% | -87.3% |
| 6M | -81.2% | +4.4% | -85.6% | -81.2% |
| YTD | -86.8% | +7.3% | -94.2% | -87.0% |
| 1Y | -91.6% | +2.1% | -93.7% | -91.5% |
| All | -91.6% | +1.8% | -93.4% | -91.5% |
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