-99.9%
AMIX vs IBN
+47.4%
-147.4%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +1.2% | +7.6% | +8.5% |
| 7D | +11.4% | +15.8% | -4.3% | +6.8% |
| 30D | -40.5% | +25.1% | -65.6% | -44.5% |
| 3M | -80.1% | +16.0% | -96.0% | -80.9% |
| 6M | -74.8% | +32.8% | -107.6% | -76.9% |
| YTD | -84.0% | +18.0% | -102.0% | -84.9% |
| 1Y | -89.7% | +15.9% | -105.6% | -90.2% |
| All | -99.9% | +47.4% | -147.4% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 5y: compounded portfolio wealth divided by compounded IBN 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…
5y analysis · Full analysis span regression · 6 months rolling