-99.9%
AMIX vs GME
+73.2%
-173.2%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.9% | -3.9% | -0.2% |
| 7D | -16.0% | +3.7% | -19.7% | -16.2% |
| 30D | -55.4% | +2.2% | -57.6% | -55.5% |
| 3M | -87.5% | +30.6% | -118.1% | -87.7% |
| 6M | -81.2% | -0.2% | -81.0% | -81.3% |
| YTD | -86.8% | +25.1% | -111.9% | -87.0% |
| 1Y | -91.6% | +17.7% | -109.2% | -91.7% |
| All | -99.9% | +73.2% | -173.2% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling