-99.9%
AMIX vs EXR
+21.8%
-121.7%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | 0.0% |
| 7D | -16.0% | +5.2% | -21.2% | -15.9% |
| 30D | -55.4% | +20.9% | -76.3% | -55.4% |
| 3M | -87.5% | +7.7% | -95.2% | -87.5% |
| 6M | -81.2% | +13.2% | -94.4% | -81.1% |
| YTD | -86.8% | +26.5% | -113.3% | -86.7% |
| 1Y | -91.6% | +27.2% | -118.8% | -91.5% |
| All | -99.9% | +21.8% | -121.7% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR 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 EXR 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