-80.9%
AMIX vs REPL
+562.9%
-643.8%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -3.2% | -2.4% | -5.6% |
| 7D | -25.5% | +15.1% | -40.6% | -25.3% |
| 30D | -56.2% | +51.1% | -107.3% | -55.9% |
| 3M | -87.4% | +69.2% | -156.7% | -87.2% |
| 6M | -80.9% | +597.6% | -678.5% | -79.0% |
| All | -80.9% | +562.9% | -643.8% | -79.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling