-99.8%
AMIX vs IDXX
+2.2%
-102.0%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.2% | -3.1% | -2.2% |
| 7D | -13.7% | -3.5% | -10.2% | -12.9% |
| 30D | -62.1% | -8.4% | -53.6% | -61.2% |
| 3M | -46.2% | -5.2% | -41.0% | -44.7% |
| 6M | -46.4% | -17.5% | -29.0% | -47.6% |
| YTD | -60.3% | -20.9% | -39.4% | -61.7% |
| 1Y | -79.7% | -16.4% | -63.3% | -79.9% |
| All | -99.8% | +2.2% | -102.0% | -99.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IDXX.
Daily Out/Under-Performance
Portfolio return minus IDXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IDXX 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 all: compounded portfolio wealth divided by compounded IDXX 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…
all analysis · Full analysis span regression · 6 months rolling