-99.9%
AMIX vs M
+44.0%
-143.9%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -5.9% | +0.3% | -6.7% |
| 7D | -25.5% | -2.1% | -23.3% | -25.8% |
| 30D | -56.2% | +7.7% | -63.9% | -55.5% |
| 3M | -87.4% | -4.4% | -83.1% | -87.6% |
| 6M | -80.9% | +27.5% | -108.4% | -79.3% |
| YTD | -86.8% | +12.8% | -99.6% | -86.3% |
| 1Y | -91.3% | +20.7% | -112.1% | -90.5% |
| All | -99.9% | +44.0% | -143.9% | -99.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling