-79.7%
AMIX vs PBR
+70.4%
-150.1%
-89.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.9% | 0.0% | -3.8% |
| 7D | -13.7% | +8.6% | -22.3% | -5.5% |
| 30D | -62.1% | +12.8% | -74.9% | -56.6% |
| 3M | -46.2% | +14.7% | -60.8% | -39.6% |
| 6M | -46.4% | +25.2% | -71.6% | -41.3% |
| YTD | -60.3% | +77.1% | -137.4% | -55.3% |
| 1Y | -79.7% | +69.6% | -149.2% | -77.4% |
| All | -79.7% | +70.4% | -150.1% | -77.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 PBR 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