-99.8%
AMIX vs GD
+42.5%
-142.3%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.8% | -0.2% | -1.5% |
| 7D | -13.7% | -5.3% | -8.5% | -12.5% |
| 30D | -62.1% | -6.4% | -55.6% | -61.5% |
| 3M | -46.2% | +5.7% | -51.9% | -46.9% |
| 6M | -46.4% | -0.9% | -45.5% | -46.1% |
| YTD | -60.3% | +8.2% | -68.4% | -60.6% |
| 1Y | -79.7% | +13.4% | -93.1% | -79.9% |
| All | -99.8% | +42.5% | -142.3% | -99.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 all: compounded portfolio wealth divided by compounded GD 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…
all analysis · Full analysis span regression · 6 months rolling