-79.7%
AMIX vs FIVE
+66.7%
-146.4%
-89.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +5.1% | -7.0% | -5.1% |
| 7D | -13.7% | +4.3% | -18.0% | -16.2% |
| 30D | -62.1% | +12.5% | -74.6% | -65.4% |
| 3M | -46.2% | +31.2% | -77.4% | -52.0% |
| 6M | -46.4% | +14.4% | -60.8% | -51.7% |
| YTD | -60.3% | +33.9% | -94.2% | -66.6% |
| 1Y | -79.7% | +65.1% | -144.7% | -84.3% |
| All | -79.7% | +66.7% | -146.4% | -84.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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