-91.6%
AMIX vs FFIV
+26.7%
-118.3%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.1% |
| 7D | -16.0% | -8.1% | -7.9% | -14.4% |
| 30D | -55.4% | -33.4% | -22.0% | -52.3% |
| 3M | -87.5% | -24.7% | -62.8% | -87.1% |
| 6M | -81.2% | -8.8% | -72.3% | -79.8% |
| YTD | -86.8% | +21.8% | -108.6% | -84.9% |
| 1Y | -91.6% | +25.3% | -116.9% | -89.4% |
| All | -91.6% | +26.7% | -118.3% | -89.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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