-99.9%
AMIX vs GME
+78.3%
-178.2%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.2% | +1.1% |
| 7D | -9.9% | +2.9% | -12.8% | -10.0% |
| 30D | -52.8% | -4.8% | -48.0% | -52.6% |
| 3M | -80.0% | +39.2% | -119.2% | -80.4% |
| 6M | -80.2% | +17.1% | -97.3% | -80.4% |
| YTD | -88.1% | +28.7% | -116.9% | -88.3% |
| 1Y | -91.1% | +23.3% | -114.4% | -91.2% |
| All | -99.9% | +78.3% | -178.2% | -99.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling