-99.9%
AMIX vs EXE
+18.4%
-118.3%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -2.3% | -3.3% | -5.8% |
| 7D | -25.5% | -5.6% | -19.9% | -26.0% |
| 30D | -56.2% | -3.3% | -52.9% | -56.4% |
| 3M | -87.4% | -5.5% | -82.0% | -87.5% |
| 6M | -80.9% | -13.4% | -67.5% | -81.1% |
| YTD | -86.8% | -21.3% | -65.5% | -86.8% |
| 1Y | -91.3% | -20.7% | -70.6% | -91.4% |
| All | -99.9% | +18.4% | -118.3% | -99.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling