-88.8%
AMIX vs GLXY
+12.0%
-100.8%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.6% | -1.3% | -1.8% |
| 7D | -13.7% | +13.4% | -27.2% | -15.4% |
| 30D | -62.1% | +38.1% | -100.2% | -63.8% |
| 3M | -46.2% | -7.3% | -38.8% | -44.8% |
| 6M | -46.4% | +8.2% | -54.6% | -46.8% |
| YTD | -60.3% | +17.8% | -78.0% | -62.4% |
| 1Y | -79.7% | +14.9% | -94.6% | -79.8% |
| All | -88.8% | +12.0% | -100.8% | -87.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling