-99.8%
AMIX vs NSC
+50.5%
-150.3%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.5% | -2.4% | -2.3% |
| 7D | -13.7% | -5.5% | -8.2% | -9.8% |
| 30D | -62.1% | -3.2% | -58.9% | -61.1% |
| 3M | -46.2% | +7.7% | -53.8% | -47.9% |
| 6M | -46.4% | +4.5% | -50.9% | -47.6% |
| YTD | -60.3% | +15.6% | -75.8% | -63.6% |
| 1Y | -79.7% | +19.8% | -99.5% | -82.0% |
| All | -99.8% | +50.5% | -150.3% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 all: compounded portfolio wealth divided by compounded NSC 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…
all analysis · Full analysis span regression · 6 months rolling