-99.9%
AMIX vs EXE
+17.3%
-117.3%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | -0.1% |
| 7D | -16.0% | -6.6% | -9.5% | -16.7% |
| 30D | -55.4% | -4.0% | -51.4% | -55.6% |
| 3M | -87.5% | -7.5% | -80.1% | -87.6% |
| 6M | -81.2% | -11.7% | -69.5% | -81.5% |
| YTD | -86.8% | -22.0% | -64.8% | -86.8% |
| 1Y | -91.6% | -21.8% | -69.8% | -91.6% |
| All | -99.9% | +17.3% | -117.3% | -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