-79.7%
AMIX vs GME
-15.8%
-63.9%
-89.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.6% | -1.8% |
| 7D | -13.7% | +7.2% | -20.9% | -16.0% |
| 30D | -62.1% | +0.8% | -62.9% | -62.1% |
| 3M | -46.2% | -14.0% | -32.2% | -45.4% |
| 6M | -46.4% | -19.7% | -26.7% | -44.9% |
| YTD | -60.3% | -4.6% | -55.7% | -60.8% |
| 1Y | -79.7% | -14.3% | -65.3% | -79.4% |
| All | -79.7% | -15.8% | -63.9% | -79.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 GME 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