-99.8%
AMIX vs ESI
+65.7%
-165.5%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.9% | -4.9% | -2.9% |
| 7D | -13.7% | +3.3% | -17.0% | -14.7% |
| 30D | -62.1% | -5.9% | -56.2% | -61.4% |
| 3M | -46.2% | -14.1% | -32.1% | -44.4% |
| 6M | -46.4% | +6.6% | -53.0% | -44.3% |
| YTD | -60.3% | +45.0% | -105.3% | -58.4% |
| 1Y | -79.7% | +41.5% | -121.1% | -78.7% |
| All | -99.8% | +65.7% | -165.5% | -99.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 all: compounded portfolio wealth divided by compounded ESI 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…
all analysis · Full analysis span regression · 6 months rolling