-92.4%
AMIX vs EXE
-24.1%
-68.3%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.4% | -0.3% | -8.2% | -8.7% |
| 7D | -10.9% | +3.6% | -14.4% | -8.7% |
| 30D | -55.0% | -4.3% | -50.7% | -56.7% |
| 3M | -82.0% | -7.7% | -74.4% | -83.1% |
| 6M | -80.4% | -7.2% | -73.2% | -82.0% |
| YTD | -88.3% | -18.5% | -69.8% | -89.4% |
| 1Y | -92.4% | -24.4% | -68.0% | -93.0% |
| All | -92.4% | -24.1% | -68.3% | -93.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 EXE 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