-79.7%
AMIX vs USFR
+4.0%
-83.7%
-89.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -1.9% | +0.4% |
| 7D | -13.7% | +0.1% | -13.8% | -7.0% |
| 30D | -62.1% | +0.3% | -62.4% | -44.0% |
| 3M | -46.2% | +1.0% | -47.2% | -13.6% |
| 6M | -46.4% | +1.9% | -48.4% | -24.2% |
| YTD | -60.3% | +2.6% | -62.9% | -55.6% |
| 1Y | -79.7% | +4.0% | -83.7% | -87.4% |
| All | -79.7% | +4.0% | -83.7% | -87.4% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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