-79.4%
AMIX vs FIVE
+9.5%
-88.9%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +6.7% | -9.7% | -9.2% |
| 7D | -25.1% | +7.5% | -32.6% | -30.5% |
| 30D | -54.5% | +16.7% | -71.2% | -61.8% |
| 3M | -91.7% | +13.4% | -105.1% | -93.5% |
| 6M | -79.4% | +9.0% | -88.5% | -83.1% |
| All | -79.4% | +9.5% | -88.9% | -83.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling