-99.9%
AMIX vs ES
+48.7%
-148.6%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +2.1% | -7.7% | -6.3% |
| 7D | -25.5% | +5.9% | -31.4% | -27.0% |
| 30D | -56.2% | +10.2% | -66.4% | -57.8% |
| 3M | -87.4% | +0.4% | -87.8% | -87.5% |
| 6M | -80.9% | +6.9% | -87.8% | -81.1% |
| YTD | -86.8% | +10.5% | -97.4% | -87.1% |
| 1Y | -91.3% | +3.2% | -94.5% | -91.4% |
| All | -99.9% | +48.7% | -148.6% | -99.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling