-91.6%
AMIX vs REPL
+125.1%
-216.7%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.2% | -3.2% | -3.0% |
| 7D | -25.1% | +28.8% | -53.9% | -25.4% |
| 30D | -54.5% | +57.3% | -111.9% | -54.8% |
| 3M | -91.7% | +73.6% | -165.3% | -91.8% |
| 6M | -79.4% | +582.8% | -662.3% | -80.4% |
| YTD | -86.1% | +112.9% | -198.9% | -85.4% |
| 1Y | -91.6% | +130.7% | -222.2% | -91.1% |
| All | -91.6% | +125.1% | -216.7% | -91.1% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 1y: compounded portfolio wealth divided by compounded REPL 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…
1y analysis · Full analysis span regression · 6 months rolling