-99.9%
AMIX vs FIVE
+33.6%
-133.5%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | +5.6% | +6.2% | +11.8% |
| 7D | +1.2% | +6.2% | -5.0% | +1.2% |
| 30D | -45.3% | +18.2% | -63.5% | -45.3% |
| 3M | -83.1% | +3.8% | -86.9% | -83.0% |
| 6M | -76.9% | +13.7% | -90.6% | -76.8% |
| YTD | -85.3% | +34.7% | -120.0% | -84.8% |
| 1Y | -89.8% | +66.6% | -156.5% | -89.2% |
| All | -99.9% | +33.6% | -133.5% | -99.9% |
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