-79.7%
AMIX vs INCY
+45.3%
-124.9%
-89.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.0% | -0.9% | -1.2% |
| 7D | -13.7% | +1.9% | -15.6% | -15.0% |
| 30D | -62.1% | +5.8% | -67.9% | -63.5% |
| 3M | -46.2% | +25.2% | -71.4% | -49.7% |
| 6M | -46.4% | +28.2% | -74.6% | -50.2% |
| YTD | -60.3% | +28.3% | -88.6% | -63.5% |
| 1Y | -79.7% | +48.3% | -128.0% | -81.9% |
| All | -79.7% | +45.3% | -124.9% | -81.9% |
Cumulative growth
Daily Returns
Daily percentage return beside INCY.
Daily Out/Under-Performance
Portfolio return minus INCY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INCY 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 INCY 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