-91.6%
AMIX vs LEN
-21.9%
-69.7%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +7.1% | -10.1% | -4.8% |
| 7D | -25.1% | +10.5% | -35.6% | -27.4% |
| 30D | -54.5% | +24.6% | -79.2% | -57.9% |
| 3M | -91.7% | +6.6% | -98.4% | -91.9% |
| 6M | -79.4% | +10.6% | -90.1% | -79.6% |
| YTD | -86.1% | -8.3% | -77.7% | -87.0% |
| 1Y | -91.6% | -22.5% | -69.0% | -93.7% |
| All | -91.6% | -21.9% | -69.7% | -93.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 1y: compounded portfolio wealth divided by compounded LEN 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…
1y analysis · Full analysis span regression · 6 months rolling