-99.9%
AMIX vs PSA
+31.1%
-131.0%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.7% | -4.9% | -5.6% |
| 7D | -25.5% | +7.4% | -32.9% | -25.3% |
| 30D | -56.2% | +19.1% | -75.3% | -56.1% |
| 3M | -87.4% | +5.1% | -92.5% | -87.4% |
| 6M | -80.9% | +16.2% | -97.1% | -80.7% |
| YTD | -86.8% | +35.2% | -122.0% | -86.5% |
| 1Y | -91.3% | +27.1% | -118.5% | -91.2% |
| All | -99.9% | +31.1% | -131.0% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling