-99.8%
AMIX vs LDOS
+22.8%
-122.5%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.5% | -2.4% | -2.8% |
| 7D | -13.7% | -5.4% | -8.3% | -5.2% |
| 30D | -62.1% | +4.9% | -67.0% | -67.0% |
| 3M | -46.2% | +7.2% | -53.3% | -50.7% |
| 6M | -46.4% | -24.2% | -22.2% | -51.7% |
| YTD | -60.3% | -25.8% | -34.5% | -64.0% |
| 1Y | -79.7% | -24.7% | -55.0% | -81.5% |
| All | -99.8% | +22.8% | -122.5% | -99.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LDOS.
Daily Out/Under-Performance
Portfolio return minus LDOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LDOS 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 3y: compounded portfolio wealth divided by compounded LDOS 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…
3y analysis · Full analysis span regression · 6 months rolling