-96.3%
AMIX vs GLXY
-41.9%
-54.4%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.2% | -5.2% | -0.8% |
| 7D | -16.0% | -14.6% | -1.4% | -14.2% |
| 30D | -55.4% | -36.2% | -19.3% | -52.5% |
| 3M | -87.5% | -30.1% | -57.4% | -86.9% |
| 6M | -81.2% | -56.1% | -25.1% | -78.6% |
| YTD | -86.8% | -38.9% | -47.9% | -86.3% |
| 1Y | -91.6% | -55.0% | -36.5% | -90.7% |
| All | -96.3% | -41.9% | -54.4% | -95.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling