-99.9%
AMIX vs PBF
+51.7%
-151.6%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -7.4% | +1.8% | -6.8% |
| 7D | -16.0% | -13.8% | -2.3% | -18.1% |
| 30D | -55.4% | -19.6% | -35.8% | -56.8% |
| 3M | -87.5% | +10.3% | -97.8% | -87.1% |
| 6M | -81.2% | +63.4% | -144.6% | -81.0% |
| YTD | -86.8% | +152.6% | -239.5% | -87.1% |
| 1Y | -91.6% | +87.4% | -178.9% | -91.6% |
| All | -99.9% | +51.7% | -151.6% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling