-79.7%
AMIX vs RL
+13.6%
-93.2%
-89.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.0% | -4.0% | -2.3% |
| 7D | -13.7% | -0.8% | -12.9% | -13.6% |
| 30D | -62.1% | -7.8% | -54.3% | -61.5% |
| 3M | -46.2% | -4.0% | -42.2% | -46.5% |
| 6M | -46.4% | -1.9% | -44.5% | -48.4% |
| YTD | -60.3% | -0.2% | -60.1% | -61.6% |
| 1Y | -79.7% | +10.7% | -90.3% | -78.6% |
| All | -79.7% | +13.6% | -93.2% | -78.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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