-99.9%
AMIX vs RUN
-32.1%
-67.8%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | -2.4% | +14.2% | +11.9% |
| 7D | +1.2% | +18.1% | -16.9% | +0.4% |
| 30D | -45.3% | +27.5% | -72.8% | -46.0% |
| 3M | -83.1% | -4.5% | -78.6% | -83.1% |
| 6M | -76.9% | -33.3% | -43.5% | -77.4% |
| YTD | -85.3% | -47.1% | -38.2% | -85.7% |
| 1Y | -89.8% | -43.1% | -46.7% | -90.0% |
| All | -99.9% | -32.1% | -67.8% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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