-99.9%
AMIX vs PBF
+48.6%
-148.5%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -5.2% | +14.1% | +8.0% |
| 7D | +11.4% | -15.3% | +26.7% | +8.4% |
| 30D | -40.5% | -21.8% | -18.7% | -42.7% |
| 3M | -80.1% | -0.2% | -79.9% | -79.8% |
| 6M | -74.8% | +63.6% | -138.4% | -74.7% |
| YTD | -84.0% | +147.5% | -231.5% | -84.4% |
| 1Y | -89.7% | +69.8% | -159.5% | -89.7% |
| All | -99.9% | +48.6% | -148.5% | -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