-91.3%
AMIX vs FIVE
+54.7%
-146.0%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -4.3% | -1.3% | -3.2% |
| 7D | -25.5% | -1.7% | -23.8% | -24.7% |
| 30D | -56.2% | +14.9% | -71.1% | -60.1% |
| 3M | -87.4% | +7.6% | -95.1% | -88.4% |
| 6M | -80.9% | +6.4% | -87.3% | -82.4% |
| YTD | -86.8% | +28.1% | -114.9% | -88.8% |
| 1Y | -91.3% | +54.7% | -146.0% | -93.3% |
| All | -91.3% | +54.7% | -146.0% | -93.3% |
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