-99.8%
AMIX vs PR
+91.8%
-191.6%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.6% | -0.3% | -2.2% |
| 7D | -13.7% | +2.9% | -16.6% | -13.2% |
| 30D | -62.1% | +18.0% | -80.1% | -60.8% |
| 3M | -46.2% | +16.9% | -63.0% | -45.0% |
| 6M | -46.4% | +28.2% | -74.6% | -45.7% |
| YTD | -60.3% | +69.3% | -129.6% | -60.3% |
| 1Y | -79.7% | +69.5% | -149.2% | -79.8% |
| All | -99.8% | +91.8% | -191.6% | -99.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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