-99.8%
AMIX vs USFR
+12.3%
-112.1%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -1.9% | -1.4% |
| 7D | -13.7% | +0.1% | -13.8% | -12.3% |
| 30D | -62.1% | +0.3% | -62.4% | -58.7% |
| 3M | -46.2% | +1.0% | -47.2% | -47.4% |
| 6M | -46.4% | +1.9% | -48.4% | -57.5% |
| YTD | -60.3% | +2.6% | -62.9% | -73.6% |
| 1Y | -79.7% | +4.0% | -83.7% | -90.6% |
| All | -99.8% | +12.3% | -112.1% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling