-91.6%
AMIX vs M
+15.5%
-107.0%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.6% | +4.6% | +0.8% |
| 7D | -16.0% | -4.3% | -11.8% | -15.3% |
| 30D | -55.4% | +1.3% | -56.7% | -55.4% |
| 3M | -87.5% | -7.4% | -80.1% | -87.3% |
| 6M | -81.2% | +18.3% | -99.5% | -79.8% |
| YTD | -86.8% | +7.6% | -94.4% | -86.8% |
| 1Y | -91.6% | +17.4% | -109.0% | -88.9% |
| All | -91.6% | +15.5% | -107.0% | -88.9% |
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