-91.3%
AMIX vs S
+27.1%
-118.5%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -8.8% | +3.2% | -0.1% |
| 7D | -25.5% | -16.7% | -8.8% | -16.5% |
| 30D | -56.2% | -17.0% | -39.2% | -51.4% |
| 3M | -87.4% | +2.0% | -89.4% | -88.9% |
| 6M | -80.9% | +35.1% | -116.0% | -83.4% |
| YTD | -86.8% | +42.8% | -129.6% | -89.3% |
| 1Y | -91.3% | +27.7% | -119.1% | -93.2% |
| All | -91.3% | +27.1% | -118.5% | -93.2% |
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