-99.9%
AMIX vs PR
+76.4%
-176.3%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -4.9% | -0.7% | -6.5% |
| 7D | -25.5% | -16.5% | -8.9% | -28.0% |
| 30D | -56.2% | -4.5% | -51.7% | -56.4% |
| 3M | -87.4% | +8.5% | -96.0% | -87.2% |
| 6M | -80.9% | -3.3% | -77.6% | -80.7% |
| YTD | -86.8% | +55.7% | -142.5% | -87.0% |
| 1Y | -91.3% | +82.0% | -173.4% | -91.5% |
| All | -99.9% | +76.4% | -176.3% | -99.9% |
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