-99.8%
AMIX vs PBF
+67.6%
-167.4%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.3% | -0.6% | -2.2% |
| 7D | -13.7% | +4.3% | -18.0% | -13.0% |
| 30D | -62.1% | +22.0% | -84.0% | -60.6% |
| 3M | -46.2% | +74.5% | -120.7% | -45.0% |
| 6M | -46.4% | +67.7% | -114.1% | -45.3% |
| YTD | -60.3% | +179.2% | -239.4% | -60.8% |
| 1Y | -79.7% | +170.0% | -249.7% | -80.2% |
| All | -99.8% | +67.6% | -167.4% | -99.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling