-99.9%
AMIX vs UL
+36.3%
-136.2%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.2% | -6.8% | -5.6% |
| 7D | -25.5% | +5.5% | -31.0% | -25.6% |
| 30D | -56.2% | +11.4% | -67.6% | -56.4% |
| 3M | -87.4% | +6.0% | -93.4% | -87.4% |
| 6M | -80.9% | +18.0% | -98.9% | -80.9% |
| YTD | -86.8% | +6.2% | -93.0% | -86.9% |
| 1Y | -91.3% | +1.5% | -92.8% | -91.4% |
| All | -99.9% | +36.3% | -136.2% | -99.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling