-99.9%
AMIX vs ROP
-11.9%
-88.0%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +0.6% | +8.2% | +8.7% |
| 7D | +11.4% | +0.2% | +11.3% | +11.3% |
| 30D | -40.5% | +30.3% | -70.8% | -44.8% |
| 3M | -80.1% | +17.8% | -97.9% | -81.0% |
| 6M | -74.8% | +38.9% | -113.7% | -76.2% |
| YTD | -84.0% | +7.6% | -91.6% | -84.8% |
| 1Y | -89.7% | +6.5% | -96.2% | -90.2% |
| All | -99.9% | -11.9% | -88.0% | -99.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling