-91.3%
AMIX vs FFIV
+28.8%
-120.1%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -5.5% | -0.1% | -4.4% |
| 7D | -25.5% | -14.2% | -11.3% | -22.9% |
| 30D | -56.2% | -33.6% | -22.6% | -53.1% |
| 3M | -87.4% | -24.2% | -63.2% | -87.0% |
| 6M | -80.9% | -8.3% | -72.6% | -79.5% |
| YTD | -86.8% | +22.1% | -109.0% | -84.9% |
| 1Y | -91.3% | +26.5% | -117.8% | -89.0% |
| All | -91.3% | +28.8% | -120.1% | -89.0% |
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