-99.8%
AMIX vs IOT
+29.5%
-129.3%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.7% | -5.7% | -3.0% |
| 7D | -13.7% | -2.3% | -11.4% | -13.2% |
| 30D | -62.1% | +3.8% | -65.9% | -62.9% |
| 3M | -46.2% | +14.2% | -60.3% | -47.5% |
| 6M | -46.4% | +40.1% | -86.5% | -48.4% |
| YTD | -60.3% | +13.4% | -73.7% | -62.0% |
| 1Y | -79.7% | +12.2% | -91.8% | -80.5% |
| All | -99.8% | +29.5% | -129.3% | -99.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IOT.
Daily Out/Under-Performance
Portfolio return minus IOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOT 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 IOT 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