-99.9%
AMIX vs TRU
+21.4%
-121.4%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.0% | +1.1% |
| 7D | -9.9% | 0.0% | -9.9% | -9.8% |
| 30D | -52.8% | +21.3% | -74.1% | -56.9% |
| 3M | -80.0% | +0.2% | -80.3% | -80.2% |
| 6M | -80.2% | +22.4% | -102.6% | -81.0% |
| YTD | -88.1% | -4.8% | -83.3% | -88.2% |
| 1Y | -91.1% | -0.2% | -90.9% | -91.2% |
| All | -99.9% | +21.4% | -121.4% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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