-99.8%
AMIX vs KEYS
+117.9%
-217.7%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.0% | -4.3% | -3.8% |
| 7D | -4.8% | +3.5% | -8.3% | -7.7% |
| 30D | -42.0% | -4.5% | -37.5% | -39.8% |
| 3M | -46.5% | -0.4% | -46.1% | -46.1% |
| 6M | -48.2% | +19.1% | -67.4% | -50.2% |
| YTD | -62.2% | +66.7% | -128.8% | -67.0% |
| 1Y | -82.1% | +96.5% | -178.5% | -85.1% |
| All | -99.8% | +117.9% | -217.7% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 10y: compounded portfolio wealth divided by compounded KEYS 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…
10y analysis · Full analysis span regression · 6 months rolling