-92.4%
AMIX vs PBF
+83.1%
-175.4%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.4% | +2.2% | -10.7% | -7.2% |
| 7D | -10.9% | +4.3% | -15.1% | -7.8% |
| 30D | -55.0% | -21.8% | -33.2% | -60.0% |
| 3M | -82.0% | +1.7% | -83.7% | -80.8% |
| 6M | -80.4% | +69.8% | -150.2% | -76.0% |
| YTD | -88.3% | +167.7% | -256.0% | -83.2% |
| 1Y | -92.4% | +89.0% | -181.3% | -92.8% |
| All | -92.4% | +83.1% | -175.4% | -92.8% |
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