-90.5%
AMIX vs GLXY
-55.4%
-35.2%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | +6.2% | +5.6% | +10.8% |
| 7D | +1.2% | -0.5% | +1.7% | +0.9% |
| 30D | -45.3% | -28.6% | -16.7% | -42.7% |
| 3M | -83.1% | -28.1% | -55.0% | -82.3% |
| 6M | -76.9% | -52.0% | -24.9% | -73.7% |
| YTD | -85.3% | -35.1% | -50.2% | -84.8% |
| All | -90.5% | -55.4% | -35.2% | -90.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GLXY.
Daily Out/Under-Performance
Portfolio return minus GLXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLXY 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 1y: compounded portfolio wealth divided by compounded GLXY 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…
1y analysis · Full analysis span regression · 6 months rolling