-99.9%
AMIX vs RUN
-30.4%
-69.5%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | 0.0% |
| 7D | -16.0% | +33.4% | -49.4% | -17.2% |
| 30D | -55.4% | +31.1% | -86.6% | -56.0% |
| 3M | -87.5% | +6.4% | -93.9% | -87.6% |
| 6M | -81.2% | -22.2% | -59.0% | -81.4% |
| YTD | -86.8% | -45.8% | -41.1% | -87.2% |
| 1Y | -91.6% | -51.1% | -40.5% | -91.9% |
| All | -99.9% | -30.4% | -69.5% | -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