-91.6%
AMIX vs IFF
+44.8%
-136.4%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -4.9% | +1.9% | -3.3% |
| 7D | -25.1% | -3.3% | -21.8% | -25.2% |
| 30D | -54.5% | +5.3% | -59.8% | -54.4% |
| 3M | -91.7% | +8.9% | -100.6% | -91.6% |
| 6M | -79.4% | +26.3% | -105.8% | -79.0% |
| YTD | -86.1% | +32.2% | -118.2% | -84.3% |
| 1Y | -91.6% | +45.8% | -137.3% | -88.4% |
| All | -91.6% | +44.8% | -136.4% | -88.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 1y: compounded portfolio wealth divided by compounded IFF 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…
1y analysis · Full analysis span regression · 6 months rolling