-99.8%
AMIX vs FIVE
+32.7%
-132.5%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +5.1% | -7.0% | -1.9% |
| 7D | -13.7% | +4.3% | -18.0% | -13.7% |
| 30D | -62.1% | +12.5% | -74.6% | -62.1% |
| 3M | -46.2% | +31.2% | -77.4% | -45.1% |
| 6M | -46.4% | +14.4% | -60.8% | -46.0% |
| YTD | -60.3% | +33.9% | -94.2% | -59.1% |
| 1Y | -79.7% | +65.1% | -144.7% | -78.5% |
| All | -99.8% | +32.7% | -132.5% | -99.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling