-91.6%
AMIX vs ROP
+10.4%
-102.0%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +3.9% | -6.9% | -3.9% |
| 7D | -25.1% | +11.7% | -36.8% | -27.5% |
| 30D | -54.5% | +35.5% | -90.0% | -59.3% |
| 3M | -91.7% | +25.6% | -117.4% | -92.4% |
| 6M | -79.4% | +39.3% | -118.7% | -80.6% |
| YTD | -86.1% | +11.6% | -97.7% | -89.7% |
| 1Y | -91.6% | +10.6% | -102.2% | -93.9% |
| All | -91.6% | +10.4% | -102.0% | -93.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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