-99.9%
AMIX vs RL
+175.1%
-275.1%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -7.3% | +1.8% | -5.8% |
| 7D | -25.5% | -4.7% | -20.8% | -25.6% |
| 30D | -56.2% | +3.6% | -59.8% | -56.1% |
| 3M | -87.4% | +0.5% | -88.0% | -87.4% |
| 6M | -80.9% | +6.6% | -87.5% | -81.1% |
| YTD | -86.8% | +8.8% | -95.7% | -86.9% |
| 1Y | -91.3% | +21.8% | -113.1% | -91.2% |
| All | -99.9% | +175.1% | -275.1% | -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