-99.9%
AMIX vs RL
+171.4%
-271.3%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.4% | 0.0% |
| 7D | -16.0% | -4.2% | -11.9% | -16.1% |
| 30D | -55.4% | +4.3% | -59.7% | -55.3% |
| 3M | -87.5% | -4.6% | -82.9% | -87.5% |
| 6M | -81.2% | +1.7% | -82.9% | -81.4% |
| YTD | -86.8% | +7.3% | -94.2% | -86.9% |
| 1Y | -91.6% | +20.8% | -112.4% | -91.4% |
| All | -99.9% | +171.4% | -271.3% | -99.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling