-79.7%
AMIX vs FDS
-17.4%
-62.3%
-89.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.5% | +1.6% | -0.6% |
| 7D | -13.7% | -1.9% | -11.8% | -13.1% |
| 30D | -62.1% | +9.0% | -71.1% | -64.0% |
| 3M | -46.2% | +18.9% | -65.0% | -49.3% |
| 6M | -46.4% | +35.1% | -81.6% | -51.2% |
| YTD | -60.3% | +5.5% | -65.8% | -63.2% |
| 1Y | -79.7% | -16.8% | -62.9% | -76.0% |
| All | -79.7% | -17.4% | -62.3% | -76.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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