-99.9%
AMIX vs USFR
+13.2%
-113.1%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | 0.0% | +11.8% | +11.8% |
| 7D | +1.2% | +0.1% | +1.1% | +2.9% |
| 30D | -45.3% | +0.4% | -45.7% | -39.5% |
| 3M | -83.1% | +1.1% | -84.1% | -77.4% |
| 6M | -76.9% | +2.0% | -78.9% | -73.3% |
| YTD | -85.3% | +3.4% | -88.7% | -87.9% |
| 1Y | -89.8% | +4.1% | -93.9% | -93.1% |
| All | -99.9% | +13.2% | -113.1% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling