-99.8%
AMIX vs PBR
+66.6%
-166.4%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.5% | -3.7% | +1.3% |
| 7D | -3.4% | +2.5% | -5.8% | -2.3% |
| 30D | -54.4% | +19.4% | -73.8% | -50.4% |
| 3M | -45.7% | +20.8% | -66.5% | -41.9% |
| 6M | -49.2% | +23.5% | -72.6% | -46.0% |
| YTD | -60.3% | +83.4% | -143.7% | -56.8% |
| 1Y | -81.4% | +77.6% | -158.9% | -79.8% |
| All | -99.8% | +66.6% | -166.4% | -99.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling