-91.6%
AMIX vs S
+36.5%
-128.1%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.6% | -4.7% | -4.0% |
| 7D | -25.1% | -8.2% | -16.9% | -20.9% |
| 30D | -54.5% | -7.6% | -46.9% | -52.8% |
| 3M | -91.7% | +12.0% | -103.7% | -93.1% |
| 6M | -79.4% | +50.6% | -130.0% | -83.1% |
| YTD | -86.1% | +56.6% | -142.7% | -89.3% |
| 1Y | -91.6% | +39.2% | -130.8% | -93.9% |
| All | -91.6% | +36.5% | -128.1% | -93.9% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 1y: compounded portfolio wealth divided by compounded S 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…
1y analysis · Full analysis span regression · 6 months rolling