-99.8%
AMIX vs LYV
+91.1%
-190.9%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.4% | -0.4% |
| 7D | -4.8% | -1.9% | -2.9% | -3.6% |
| 30D | -42.0% | -8.2% | -33.8% | -38.6% |
| 3M | -46.5% | -1.3% | -45.2% | -44.9% |
| 6M | -48.2% | +2.6% | -50.8% | -47.6% |
| YTD | -62.2% | +19.4% | -81.6% | -64.0% |
| 1Y | -82.1% | -2.2% | -79.8% | -81.0% |
| All | -99.8% | +91.1% | -190.9% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LYV.
Daily Out/Under-Performance
Portfolio return minus LYV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYV 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 10y: compounded portfolio wealth divided by compounded LYV 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…
10y analysis · Full analysis span regression · 6 months rolling