-90.5%
AMIX vs UL
-0.5%
-90.0%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | +0.9% | +10.9% | +11.7% |
| 7D | +1.2% | +0.3% | +0.9% | +1.2% |
| 30D | -45.3% | +7.0% | -52.3% | -46.1% |
| 3M | -83.1% | +5.8% | -88.9% | -83.2% |
| 6M | -76.9% | +16.1% | -93.0% | -77.4% |
| YTD | -85.3% | +4.5% | -89.8% | -85.6% |
| All | -90.5% | -0.5% | -90.0% | -90.5% |
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