-79.0%
AMIX vs KEYS
-15.8%
-63.1%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.0% | +4.9% | -24.9% | -31.4% |
| 7D | -8.1% | +6.9% | -15.0% | -26.6% |
| 30D | -52.3% | -19.1% | -33.2% | -21.3% |
| 3M | -83.8% | -11.1% | -72.7% | -84.3% |
| 6M | -79.0% | -16.6% | -62.4% | -80.1% |
| All | -79.0% | -15.8% | -63.1% | -80.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling