-73.7%
AMIX vs KEYS
-19.7%
-54.0%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +0.9% | +8.0% | +6.7% |
| 7D | +11.4% | -4.5% | +15.9% | +22.2% |
| 30D | -40.5% | -23.9% | -16.7% | +19.6% |
| 3M | -80.1% | -13.1% | -67.0% | -80.3% |
| All | -73.7% | -19.7% | -54.0% | -71.0% |
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