-99.9%
AMIX vs FDS
-26.5%
-73.5%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.8% | +1.0% |
| 7D | -9.9% | +1.5% | -11.3% | -10.4% |
| 30D | -52.8% | +14.8% | -67.6% | -55.3% |
| 3M | -80.0% | +16.3% | -96.3% | -81.5% |
| 6M | -80.2% | +66.2% | -146.5% | -83.5% |
| YTD | -88.1% | +16.2% | -104.4% | -89.2% |
| 1Y | -91.1% | +21.8% | -112.9% | -92.0% |
| All | -99.9% | -26.5% | -73.5% | -99.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling