-99.9%
AMIX vs FDS
-27.5%
-72.4%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.7% | +3.7% | +1.2% |
| 7D | -16.0% | -0.5% | -15.5% | -16.1% |
| 30D | -55.4% | +20.2% | -75.6% | -58.5% |
| 3M | -87.5% | +19.9% | -107.4% | -88.6% |
| 6M | -81.2% | +56.2% | -137.4% | -84.0% |
| YTD | -86.8% | +14.6% | -101.4% | -87.9% |
| 1Y | -91.6% | +31.6% | -123.2% | -92.7% |
| All | -99.9% | -27.5% | -72.4% | -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