-99.8%
AMIX vs P
+144.5%
-244.3%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.4% | -3.3% | -2.3% |
| 7D | -13.7% | +6.5% | -20.3% | -15.0% |
| 30D | -62.1% | +18.8% | -80.9% | -63.9% |
| 3M | -46.2% | +26.7% | -72.9% | -48.9% |
| 6M | -46.4% | +62.2% | -108.6% | -50.3% |
| YTD | -60.3% | +48.5% | -108.8% | -63.0% |
| 1Y | -79.7% | +26.4% | -106.1% | -80.7% |
| All | -99.8% | +144.5% | -244.3% | -99.8% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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