-46.4%
AMIX vs RVTY
+35.0%
-81.4%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.3% | -1.6% | -2.6% |
| 7D | -13.7% | +1.1% | -14.8% | -11.6% |
| 30D | -62.1% | +13.2% | -75.3% | -49.5% |
| 3M | -46.2% | +27.2% | -73.4% | -19.4% |
| 6M | -46.4% | +32.4% | -78.8% | -21.1% |
| All | -46.4% | +35.0% | -81.4% | -21.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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