-91.6%
AMIX vs FIVE
+55.9%
-147.4%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.2% |
| 7D | -16.0% | -0.3% | -15.7% | -16.0% |
| 30D | -55.4% | +17.7% | -73.1% | -60.1% |
| 3M | -87.5% | +4.0% | -91.5% | -88.1% |
| 6M | -81.2% | +2.6% | -83.8% | -82.7% |
| YTD | -86.8% | +27.6% | -114.4% | -89.1% |
| 1Y | -91.6% | +59.9% | -151.5% | -94.1% |
| All | -91.6% | +55.9% | -147.4% | -94.1% |
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