-99.9%
AMIX vs PR
+85.4%
-185.3%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -6.5% | +3.5% | -4.2% |
| 7D | -25.1% | -12.1% | -13.0% | -26.9% |
| 30D | -54.5% | +0.9% | -55.4% | -54.3% |
| 3M | -91.7% | +10.1% | -101.9% | -91.6% |
| 6M | -79.4% | +1.1% | -80.6% | -79.0% |
| YTD | -86.1% | +63.7% | -149.7% | -86.1% |
| 1Y | -91.6% | +87.0% | -178.6% | -91.7% |
| All | -99.9% | +85.4% | -185.3% | -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