-99.8%
AMIX vs PL
+694.7%
-794.5%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.3% | -0.7% | -1.7% |
| 7D | -13.7% | -9.3% | -4.4% | -12.5% |
| 30D | -62.1% | -18.9% | -43.1% | -60.9% |
| 3M | -46.2% | -58.4% | +12.2% | -42.5% |
| 6M | -46.4% | -30.3% | -16.1% | -44.7% |
| YTD | -60.3% | -8.1% | -52.1% | -59.6% |
| 1Y | -79.7% | +180.5% | -260.2% | -80.1% |
| All | -99.8% | +694.7% | -794.5% | -99.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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