-99.9%
AMIX vs FLR
+22.2%
-122.1%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.3% | -3.3% | -0.8% |
| 7D | -16.0% | -0.8% | -15.2% | -15.8% |
| 30D | -55.4% | -9.1% | -46.3% | -54.5% |
| 3M | -87.5% | -4.7% | -82.9% | -87.6% |
| 6M | -81.2% | -14.2% | -67.0% | -80.9% |
| YTD | -86.8% | +17.3% | -104.1% | -87.2% |
| 1Y | -91.6% | +4.3% | -95.8% | -91.7% |
| All | -99.9% | +22.2% | -122.1% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling