-99.9%
AMIX vs ROP
-11.7%
-88.2%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.9% | +2.9% | +0.6% |
| 7D | -16.0% | +2.1% | -18.2% | -16.5% |
| 30D | -55.4% | +32.9% | -88.3% | -58.9% |
| 3M | -87.5% | +20.0% | -107.5% | -88.1% |
| 6M | -81.2% | +36.4% | -117.6% | -82.2% |
| YTD | -86.8% | +7.8% | -94.7% | -87.5% |
| 1Y | -91.6% | +8.0% | -99.6% | -92.0% |
| All | -99.9% | -11.7% | -88.2% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling