-99.8%
AMIX vs LUMN
+395.7%
-495.5%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.9% | -2.3% | -0.6% |
| 7D | -4.8% | +2.5% | -7.3% | -5.1% |
| 30D | -42.0% | +10.3% | -52.3% | -42.9% |
| 3M | -46.5% | -18.3% | -28.2% | -45.8% |
| 6M | -48.2% | +4.4% | -52.6% | -48.4% |
| YTD | -62.2% | -10.7% | -51.5% | -62.1% |
| 1Y | -82.1% | +14.0% | -96.0% | -82.2% |
| All | -99.8% | +395.7% | -495.5% | -99.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LUMN.
Daily Out/Under-Performance
Portfolio return minus LUMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUMN 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 LUMN 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