-99.9%
AMIX vs LYV
+102.4%
-202.3%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.4% | 0.0% | -8.4% | -8.4% |
| 7D | -10.9% | -0.6% | -10.2% | -10.6% |
| 30D | -55.0% | +5.1% | -60.1% | -56.5% |
| 3M | -82.0% | -2.8% | -79.2% | -81.7% |
| 6M | -80.4% | +8.7% | -89.2% | -80.9% |
| YTD | -88.3% | +26.4% | -114.7% | -89.3% |
| 1Y | -92.4% | +28.2% | -120.6% | -93.1% |
| All | -99.9% | +102.4% | -202.3% | -100.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling