-99.8%
AMIX vs UL
+29.2%
-129.0%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.1% | -1.9% | -1.9% |
| 7D | -13.7% | -1.3% | -12.4% | -13.6% |
| 30D | -62.1% | +0.5% | -62.5% | -62.1% |
| 3M | -46.2% | +17.6% | -63.8% | -46.4% |
| 6M | -46.4% | -5.4% | -41.1% | -47.0% |
| YTD | -60.3% | +0.7% | -61.0% | -60.5% |
| 1Y | -79.7% | -9.3% | -70.4% | -79.8% |
| All | -99.8% | +29.2% | -129.0% | -99.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling