-99.8%
AMIX vs GNRC
+62.8%
-162.6%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.0% | +1.7% | +1.2% |
| 7D | +1.6% | +3.2% | -1.6% | -0.9% |
| 30D | -50.8% | -9.5% | -41.3% | -47.4% |
| 3M | -46.3% | -28.5% | -17.7% | -39.7% |
| 6M | -49.9% | -10.0% | -39.9% | -44.1% |
| YTD | -60.4% | +36.7% | -97.2% | -56.8% |
| 1Y | -81.7% | +2.6% | -84.3% | -79.3% |
| All | -99.8% | +62.8% | -162.6% | -99.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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