-81.2%
AMIX vs GFS
-48.7%
-32.5%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +6.2% | -6.2% | -6.9% |
| 7D | -16.0% | -7.8% | -8.2% | -9.0% |
| 30D | -55.4% | -19.7% | -35.8% | -44.5% |
| 3M | -87.5% | -23.1% | -64.4% | -84.7% |
| 6M | -81.2% | -46.4% | -34.8% | -71.3% |
| All | -81.2% | -48.7% | -32.5% | -71.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling