-91.6%
AMIX vs PBF
+120.1%
-211.6%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -6.7% | +3.7% | -6.4% |
| 7D | -25.1% | -0.9% | -24.2% | -25.2% |
| 30D | -54.5% | -13.7% | -40.8% | -57.3% |
| 3M | -91.7% | +10.6% | -102.4% | -91.0% |
| 6M | -79.4% | +61.2% | -140.6% | -75.5% |
| YTD | -86.1% | +172.7% | -258.8% | -81.7% |
| 1Y | -91.6% | +111.0% | -202.6% | -90.1% |
| All | -91.6% | +120.1% | -211.6% | -90.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 PBF 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