-89.7%
AMIX vs PBF
+82.1%
-171.8%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -5.2% | +14.1% | +6.1% |
| 7D | +11.4% | -15.3% | +26.7% | +2.1% |
| 30D | -40.5% | -21.8% | -18.7% | -47.4% |
| 3M | -80.1% | -0.2% | -79.9% | -79.0% |
| 6M | -74.8% | +63.6% | -138.4% | -70.5% |
| YTD | -84.0% | +147.5% | -231.5% | -78.2% |
| 1Y | -89.7% | +69.8% | -159.5% | -90.7% |
| All | -89.7% | +82.1% | -171.8% | -90.7% |
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