-91.6%
AMIX vs REPL
+152.6%
-244.2%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +8.0% | -8.0% | -0.1% |
| 7D | -16.0% | +22.8% | -38.8% | -16.2% |
| 30D | -55.4% | +63.8% | -119.2% | -55.7% |
| 3M | -87.5% | +68.1% | -155.6% | -87.6% |
| 6M | -81.2% | +528.5% | -609.7% | -81.9% |
| YTD | -86.8% | +122.4% | -209.3% | -86.4% |
| 1Y | -91.6% | +154.4% | -245.9% | -90.6% |
| All | -91.6% | +152.6% | -244.2% | -90.6% |
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