-91.7%
AMIX vs FDS
+27.2%
-118.9%
-93.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.0% | +2.7% | -22.7% | -20.7% |
| 7D | -8.1% | -2.1% | -5.9% | -7.7% |
| 30D | -52.3% | +16.0% | -68.3% | -54.5% |
| 3M | -83.8% | +18.8% | -102.6% | -84.9% |
| 6M | -79.0% | +54.1% | -133.1% | -81.2% |
| YTD | -87.2% | +17.0% | -104.2% | -89.4% |
| 1Y | -91.7% | +25.5% | -117.2% | -92.5% |
| All | -91.7% | +27.2% | -118.9% | -92.5% |
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