-91.6%
AMIX vs RL
+16.8%
-108.3%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.4% | +0.2% |
| 7D | -16.0% | -4.2% | -11.9% | -15.4% |
| 30D | -55.4% | +4.3% | -59.7% | -55.6% |
| 3M | -87.5% | -4.6% | -82.9% | -87.4% |
| 6M | -81.2% | +1.7% | -82.9% | -82.2% |
| YTD | -86.8% | +7.3% | -94.2% | -87.4% |
| 1Y | -91.6% | +20.8% | -112.4% | -89.5% |
| All | -91.6% | +16.8% | -108.3% | -89.5% |
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