-99.9%
AMIX vs PBF
+60.7%
-160.7%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.4% | +2.2% | -10.7% | -8.0% |
| 7D | -10.9% | +4.3% | -15.1% | -9.9% |
| 30D | -55.0% | -21.8% | -33.2% | -56.5% |
| 3M | -82.0% | +1.7% | -83.7% | -81.6% |
| 6M | -80.4% | +69.8% | -150.2% | -80.0% |
| YTD | -88.3% | +167.7% | -256.0% | -88.4% |
| 1Y | -92.4% | +89.0% | -181.3% | -92.3% |
| All | -99.9% | +60.7% | -160.7% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling