-99.8%
AMIX vs S
-29.1%
-70.7%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.4% | -2.3% | -2.1% |
| 7D | -13.7% | -7.7% | -6.0% | -10.8% |
| 30D | -62.1% | -5.3% | -56.7% | -62.1% |
| 3M | -46.2% | +20.3% | -66.4% | -48.4% |
| 6M | -46.4% | +47.4% | -93.8% | -50.7% |
| YTD | -60.3% | +32.5% | -92.8% | -62.9% |
| 1Y | -79.7% | +9.5% | -89.2% | -80.5% |
| All | -99.8% | -29.1% | -70.7% | -99.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling