-89.7%
AMIX vs IFF
+36.7%
-126.4%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -1.5% | +10.3% | +8.8% |
| 7D | +11.4% | -9.8% | +21.2% | +10.9% |
| 30D | -40.5% | -1.6% | -38.9% | -40.6% |
| 3M | -80.1% | -1.8% | -78.3% | -80.1% |
| 6M | -74.8% | +3.6% | -78.5% | -74.9% |
| YTD | -84.0% | +25.4% | -109.4% | -82.0% |
| 1Y | -89.7% | +35.4% | -125.1% | -86.5% |
| All | -89.7% | +36.7% | -126.4% | -86.5% |
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