-99.8%
AMIX vs IFF
+11.0%
-110.8%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.1% | -1.8% | -1.9% |
| 7D | -13.7% | -1.8% | -11.9% | -13.9% |
| 30D | -62.1% | -2.0% | -60.1% | -62.2% |
| 3M | -46.2% | +18.5% | -64.7% | -44.3% |
| 6M | -46.4% | +11.7% | -58.1% | -45.7% |
| YTD | -60.3% | +29.6% | -89.8% | -57.5% |
| 1Y | -79.7% | +35.0% | -114.6% | -77.8% |
| All | -99.8% | +11.0% | -110.8% | -99.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling