-99.9%
AMIX vs S
-15.2%
-84.7%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.0% | +1.5% | -21.5% | -20.6% |
| 7D | -8.1% | +1.2% | -9.3% | -8.6% |
| 30D | -52.3% | -7.3% | -44.9% | -51.2% |
| 3M | -83.8% | +5.9% | -89.6% | -84.7% |
| 6M | -79.0% | +45.6% | -124.6% | -81.7% |
| YTD | -87.2% | +58.5% | -145.7% | -89.1% |
| 1Y | -91.7% | +37.6% | -129.3% | -92.8% |
| All | -99.9% | -15.2% | -84.7% | -99.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling