-99.9%
AMIX vs FDS
-24.8%
-75.2%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.5% | -5.1% | -5.4% |
| 7D | -25.5% | +6.4% | -31.9% | -27.2% |
| 30D | -56.2% | +25.2% | -81.4% | -59.7% |
| 3M | -87.4% | +22.9% | -110.4% | -88.6% |
| 6M | -80.9% | +56.5% | -137.4% | -83.8% |
| YTD | -86.8% | +19.0% | -105.8% | -88.1% |
| 1Y | -91.3% | +32.7% | -124.0% | -92.5% |
| All | -99.9% | -24.8% | -75.2% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling