-99.9%
AMIX vs PNR
-2.5%
-97.4%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.4% | -1.7% | -6.7% | -7.6% |
| 7D | -10.9% | -2.3% | -8.5% | -9.6% |
| 30D | -55.0% | +29.3% | -84.3% | -61.2% |
| 3M | -82.0% | +4.1% | -86.1% | -82.4% |
| 6M | -80.4% | -8.6% | -71.8% | -80.1% |
| YTD | -88.3% | -33.6% | -54.7% | -87.5% |
| 1Y | -92.4% | -36.4% | -56.0% | -91.8% |
| All | -99.9% | -2.5% | -97.4% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 3y: compounded portfolio wealth divided by compounded PNR 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…
3y analysis · Full analysis span regression · 6 months rolling