-93.8%
AMIX vs Q
+80.0%
-173.8%
-93.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.0% | +2.4% | -22.4% | -22.2% |
| 7D | -8.1% | +6.6% | -14.6% | -14.1% |
| 30D | -52.3% | +2.7% | -55.0% | -54.4% |
| 3M | -83.8% | -8.4% | -75.4% | -83.1% |
| 6M | -79.0% | -17.3% | -61.7% | -76.8% |
| YTD | -87.2% | +55.3% | -142.5% | -86.2% |
| 1Y | -91.7% | +31.5% | -123.2% | -91.3% |
| All | -93.8% | +80.0% | -173.8% | -93.4% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 Q 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