-91.6%
AMIX vs UL
-0.5%
-91.1%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.5% | +2.5% | +0.3% |
| 7D | -16.0% | +1.1% | -17.2% | -16.2% |
| 30D | -55.4% | +8.2% | -63.7% | -56.1% |
| 3M | -87.5% | +4.5% | -92.1% | -87.6% |
| 6M | -81.2% | +12.6% | -93.8% | -81.4% |
| YTD | -86.8% | +3.5% | -90.4% | -87.0% |
| 1Y | -91.6% | -0.4% | -91.2% | -91.8% |
| All | -91.6% | -0.5% | -91.1% | -91.8% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 UL 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