-89.7%
AMIX vs FDS
+26.7%
-116.4%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -0.2% | +9.1% | +8.9% |
| 7D | +11.4% | -2.0% | +13.4% | +12.0% |
| 30D | -40.5% | +13.5% | -54.0% | -43.0% |
| 3M | -80.1% | +15.2% | -95.3% | -81.3% |
| 6M | -74.8% | +47.0% | -121.9% | -77.2% |
| YTD | -84.0% | +13.9% | -97.9% | -86.6% |
| 1Y | -89.7% | +25.2% | -114.9% | -90.4% |
| All | -89.7% | +26.7% | -116.4% | -90.4% |
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