-99.9%
AMIX vs USFR
+13.1%
-113.1%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | 0.0% | -5.6% | -5.0% |
| 7D | -25.5% | +0.1% | -25.6% | -23.3% |
| 30D | -56.2% | +0.4% | -56.6% | -51.0% |
| 3M | -87.4% | +1.1% | -88.5% | -83.2% |
| 6M | -80.9% | +2.0% | -82.9% | -78.3% |
| YTD | -86.8% | +3.4% | -90.2% | -89.2% |
| 1Y | -91.3% | +4.1% | -95.4% | -94.2% |
| All | -99.9% | +13.1% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling