-99.8%
AMIX vs LEN
-39.4%
-60.4%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.0% | -0.9% | -1.8% |
| 7D | -13.7% | -3.2% | -10.5% | -13.3% |
| 30D | -62.1% | -4.9% | -57.2% | -61.8% |
| 3M | -46.2% | -8.5% | -37.7% | -46.1% |
| 6M | -46.4% | -20.7% | -25.8% | -47.7% |
| YTD | -60.3% | -17.4% | -42.8% | -60.9% |
| 1Y | -79.7% | -38.2% | -41.4% | -80.4% |
| All | -99.8% | -39.4% | -60.4% | -99.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling