-99.9%
AMIX vs FN
+40.1%
-140.1%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -14.2% | +8.7% | +3.6% |
| 7D | -25.5% | -16.0% | -9.5% | -17.9% |
| 30D | -56.2% | -40.1% | -16.1% | -40.5% |
| 3M | -87.4% | -43.9% | -43.5% | -83.2% |
| 6M | -80.9% | -55.6% | -25.3% | -73.7% |
| YTD | -86.8% | -35.7% | -51.2% | -82.9% |
| 1Y | -91.3% | -39.8% | -51.5% | -88.7% |
| All | -99.9% | +40.1% | -140.1% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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