-91.1%
AMIX vs M
+24.3%
-115.4%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.5% | -0.4% | +0.8% |
| 7D | -9.9% | +7.0% | -16.9% | -10.9% |
| 30D | -52.8% | +8.9% | -61.7% | -53.3% |
| 3M | -80.0% | +4.5% | -84.5% | -80.1% |
| 6M | -80.2% | +36.2% | -116.4% | -78.1% |
| YTD | -88.1% | +15.1% | -103.3% | -88.2% |
| 1Y | -91.1% | +27.4% | -118.5% | -87.6% |
| All | -91.1% | +24.3% | -115.4% | -87.6% |
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