-99.9%
AMIX vs PBF
+57.2%
-157.1%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.0% | +5.8% | -25.8% | -19.0% |
| 7D | -8.1% | -4.0% | -4.1% | -8.4% |
| 30D | -52.3% | -18.0% | -34.3% | -53.5% |
| 3M | -83.8% | +0.9% | -84.7% | -83.5% |
| 6M | -79.0% | +65.7% | -144.7% | -78.5% |
| YTD | -87.2% | +161.9% | -249.1% | -87.4% |
| 1Y | -91.7% | +77.8% | -169.5% | -91.6% |
| All | -99.9% | +57.2% | -157.1% | -99.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling