-81.2%
AMIX vs RVMD
+31.1%
-112.3%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +8.2% | -8.2% | -18.1% |
| 7D | -16.0% | +0.5% | -16.5% | -22.4% |
| 30D | -55.4% | -4.3% | -51.1% | -55.4% |
| 3M | -87.5% | -2.8% | -84.7% | -90.7% |
| 6M | -81.2% | +27.3% | -108.5% | -89.4% |
| All | -81.2% | +31.1% | -112.3% | -89.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 6mo: compounded portfolio wealth divided by compounded RVMD 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…
6mo analysis · Full analysis span regression · 6 months rolling