-91.6%
AMIX vs USFR
+4.1%
-95.7%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | 0.0% | -3.0% | -3.0% |
| 7D | -25.1% | +0.1% | -25.2% | -13.4% |
| 30D | -54.5% | +0.4% | -54.9% | -21.8% |
| 3M | -91.7% | +1.1% | -92.8% | -57.5% |
| 6M | -79.4% | +2.0% | -81.5% | +19.4% |
| YTD | -86.1% | +3.4% | -89.4% | -46.3% |
| 1Y | -91.6% | +4.1% | -95.7% | -89.8% |
| All | -91.6% | +4.1% | -95.7% | -89.8% |
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