-99.9%
AMIX vs USFR
+13.2%
-113.1%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.0% | 0.0% | -20.0% | -20.0% |
| 7D | -8.1% | +0.1% | -8.2% | -6.1% |
| 30D | -52.3% | +0.4% | -52.6% | -46.9% |
| 3M | -83.8% | +1.1% | -84.8% | -78.2% |
| 6M | -79.0% | +2.1% | -81.0% | -75.5% |
| YTD | -87.2% | +3.4% | -90.6% | -89.4% |
| 1Y | -91.7% | +4.1% | -95.8% | -94.2% |
| 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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling