-99.9%
AMIX vs FN
+63.4%
-163.3%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -6.0% | +3.0% | +0.8% |
| 7D | -25.1% | -7.0% | -18.1% | -22.2% |
| 30D | -54.5% | -24.7% | -29.8% | -46.7% |
| 3M | -91.7% | -35.7% | -56.1% | -89.7% |
| 6M | -79.4% | -52.4% | -27.0% | -74.0% |
| YTD | -86.1% | -25.0% | -61.1% | -83.5% |
| 1Y | -91.6% | -25.7% | -65.9% | -90.0% |
| All | -99.9% | +63.4% | -163.3% | -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