-46.4%
AMIX vs PBR
+24.8%
-71.2%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.9% | 0.0% | -4.9% |
| 7D | -13.7% | +8.6% | -22.3% | -0.7% |
| 30D | -62.1% | +12.8% | -74.9% | -53.2% |
| 3M | -46.2% | +14.7% | -60.8% | -36.1% |
| 6M | -46.4% | +25.2% | -71.6% | -34.7% |
| All | -46.4% | +24.8% | -71.2% | -34.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling