-89.7%
AMIX vs LEN
-27.0%
-62.7%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -5.4% | +14.2% | +10.1% |
| 7D | +11.4% | +0.7% | +10.8% | +10.9% |
| 30D | -40.5% | +13.0% | -53.5% | -43.3% |
| 3M | -80.1% | +1.9% | -82.0% | -80.2% |
| 6M | -74.8% | -0.7% | -74.1% | -75.3% |
| YTD | -84.0% | -13.8% | -70.2% | -84.8% |
| 1Y | -89.7% | -28.1% | -61.6% | -92.9% |
| All | -89.7% | -27.0% | -62.7% | -92.9% |
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