-99.9%
AMIX vs XYL
-10.5%
-89.4%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -2.4% | +11.3% | +10.1% |
| 7D | +11.4% | +0.6% | +10.9% | +10.8% |
| 30D | -40.5% | -5.7% | -34.8% | -39.6% |
| 3M | -80.1% | -19.8% | -60.3% | -77.3% |
| 6M | -74.8% | -14.2% | -60.6% | -71.4% |
| YTD | -84.0% | -28.1% | -55.9% | -81.9% |
| 1Y | -89.7% | -35.0% | -54.7% | -88.3% |
| All | -99.9% | -10.5% | -89.4% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 XYL 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