-99.8%
AMIX vs GFS
-20.0%
-79.8%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.5% | -3.5% | -2.5% |
| 7D | -13.7% | +1.0% | -14.7% | -14.1% |
| 30D | -62.1% | -8.6% | -53.5% | -61.1% |
| 3M | -46.2% | -46.5% | +0.4% | -38.2% |
| 6M | -46.4% | -4.8% | -41.6% | -42.6% |
| YTD | -60.3% | +29.7% | -89.9% | -59.3% |
| 1Y | -79.7% | +35.8% | -115.5% | -79.3% |
| All | -99.8% | -20.0% | -79.8% | -99.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 GFS 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