-99.9%
AMIX vs PSA
+29.3%
-129.2%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -0.7% | +9.5% | +8.8% |
| 7D | +11.4% | +0.8% | +10.7% | +11.5% |
| 30D | -40.5% | +15.9% | -56.4% | -40.4% |
| 3M | -80.1% | +4.2% | -84.3% | -80.1% |
| 6M | -74.8% | +10.1% | -85.0% | -74.7% |
| YTD | -84.0% | +33.3% | -117.3% | -83.6% |
| 1Y | -89.7% | +28.2% | -118.0% | -89.5% |
| All | -99.9% | +29.3% | -129.2% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PSA.
Daily Out/Under-Performance
Portfolio return minus PSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSA 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 10y: compounded portfolio wealth divided by compounded PSA 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…
10y analysis · Full analysis span regression · 6 months rolling