-99.8%
AMIX vs KEYS
+109.6%
-209.4%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.6% | -2.4% | -2.7% |
| 7D | -6.3% | +0.9% | -7.2% | -7.1% |
| 30D | -51.9% | -5.3% | -46.7% | -50.0% |
| 3M | -44.9% | +0.5% | -45.4% | -43.0% |
| 6M | -47.9% | +14.0% | -62.0% | -48.0% |
| YTD | -62.0% | +60.3% | -122.3% | -65.7% |
| 1Y | -82.0% | +91.3% | -173.3% | -84.6% |
| All | -99.8% | +109.6% | -209.4% | -99.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling