-99.9%
AMIX vs LEN
-35.2%
-64.7%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.1% | +3.1% | +0.4% |
| 7D | -16.0% | +2.1% | -18.1% | -16.3% |
| 30D | -55.4% | +16.6% | -72.0% | -56.5% |
| 3M | -87.5% | +5.3% | -92.8% | -87.6% |
| 6M | -81.2% | -0.8% | -80.4% | -81.5% |
| YTD | -86.8% | -11.7% | -75.1% | -87.2% |
| 1Y | -91.6% | -24.6% | -67.0% | -92.0% |
| All | -99.9% | -35.2% | -64.7% | -99.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling