-99.9%
AMIX vs KEYS
+87.6%
-187.5%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +0.9% | +8.0% | +8.1% |
| 7D | +11.4% | -4.5% | +15.9% | +15.5% |
| 30D | -40.5% | -23.9% | -16.7% | -26.3% |
| 3M | -80.1% | -13.1% | -67.0% | -78.3% |
| 6M | -74.8% | -19.1% | -55.7% | -71.6% |
| YTD | -84.0% | +43.4% | -127.4% | -84.5% |
| 1Y | -89.7% | +58.8% | -148.5% | -90.3% |
| All | -99.9% | +87.6% | -187.5% | -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 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