-89.7%
AMIX vs INCY
+12.0%
-101.7%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -1.3% | +10.1% | +9.8% |
| 7D | +11.4% | +2.3% | +9.1% | +9.4% |
| 30D | -40.5% | +6.7% | -47.2% | -43.9% |
| 3M | -80.1% | -1.0% | -79.1% | -79.9% |
| 6M | -74.8% | +22.1% | -96.9% | -76.1% |
| YTD | -84.0% | +21.8% | -105.8% | -85.3% |
| 1Y | -89.7% | +13.5% | -103.2% | -89.0% |
| All | -89.7% | +12.0% | -101.7% | -89.0% |
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