-99.9%
AMIX vs FLR
+32.6%
-132.5%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +0.2% | +8.6% | +8.8% |
| 7D | +11.4% | +5.1% | +6.3% | +10.2% |
| 30D | -40.5% | -0.5% | -40.0% | -40.5% |
| 3M | -80.1% | -3.5% | -76.6% | -80.0% |
| 6M | -74.8% | +16.5% | -91.3% | -75.6% |
| YTD | -84.0% | +27.3% | -111.3% | -84.7% |
| 1Y | -89.7% | +10.6% | -100.3% | -89.9% |
| All | -99.9% | +32.6% | -132.5% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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