-99.8%
AMIX vs LYV
+91.0%
-190.7%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.1% |
| 7D | +1.6% | -5.3% | +6.9% | +5.0% |
| 30D | -50.8% | -7.9% | -42.9% | -48.0% |
| 3M | -46.3% | +4.5% | -50.8% | -45.8% |
| 6M | -49.9% | +2.5% | -52.4% | -49.2% |
| YTD | -60.4% | +19.3% | -79.7% | -62.4% |
| 1Y | -81.7% | -0.2% | -81.5% | -80.9% |
| All | -99.8% | +91.0% | -190.7% | -99.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling