-99.9%
AMIX vs RUN
-36.8%
-63.2%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.0% | +4.1% | -24.1% | -20.1% |
| 7D | -8.1% | +3.2% | -11.3% | -8.4% |
| 30D | -52.3% | +19.5% | -71.8% | -52.8% |
| 3M | -83.8% | -9.6% | -74.2% | -83.8% |
| 6M | -79.0% | -37.3% | -41.6% | -79.4% |
| YTD | -87.2% | -50.7% | -36.5% | -87.5% |
| 1Y | -91.7% | -54.1% | -37.6% | -92.0% |
| All | -99.9% | -36.8% | -63.2% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling