-99.8%
AMIX vs LULU
-78.4%
-21.4%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.6% | -2.8% | 0.0% |
| 7D | -3.4% | -12.6% | +9.2% | -4.5% |
| 30D | -54.4% | -19.7% | -34.6% | -55.3% |
| 3M | -45.7% | -12.2% | -33.5% | -46.2% |
| 6M | -49.2% | -39.3% | -9.8% | -51.0% |
| YTD | -60.3% | -50.3% | -10.0% | -62.8% |
| 1Y | -81.4% | -38.6% | -42.7% | -81.9% |
| All | -99.8% | -78.4% | -21.4% | -99.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LULU.
Daily Out/Under-Performance
Portfolio return minus LULU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LULU 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 5y: compounded portfolio wealth divided by compounded LULU 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…
5y analysis · Full analysis span regression · 6 months rolling