-79.7%
AMIX vs M
+46.1%
-125.8%
-89.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.6% | -4.5% | -2.3% |
| 7D | -13.7% | +4.7% | -18.4% | -14.3% |
| 30D | -62.1% | -9.6% | -52.4% | -61.5% |
| 3M | -46.2% | +0.9% | -47.0% | -44.0% |
| 6M | -46.4% | +22.3% | -68.7% | -42.6% |
| YTD | -60.3% | +6.5% | -66.8% | -59.6% |
| 1Y | -79.7% | +38.8% | -118.4% | -76.8% |
| All | -79.7% | +46.1% | -125.8% | -76.8% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 1y: compounded portfolio wealth divided by compounded M 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…
1y analysis · Full analysis span regression · 6 months rolling