-99.9%
AMIX vs S
-16.4%
-83.5%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -0.4% | +9.2% | +9.0% |
| 7D | +11.4% | +1.4% | +10.1% | +10.9% |
| 30D | -40.5% | -10.8% | -29.7% | -38.1% |
| 3M | -80.1% | +5.4% | -85.5% | -81.2% |
| 6M | -74.8% | +41.2% | -116.1% | -77.9% |
| YTD | -84.0% | +56.2% | -140.2% | -86.3% |
| 1Y | -89.7% | +36.3% | -126.0% | -91.0% |
| All | -99.9% | -16.4% | -83.5% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling