-90.5%
AMIX vs XYL
-33.6%
-57.0%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | +1.5% | +10.4% | +10.2% |
| 7D | +1.2% | +2.1% | -0.9% | -1.4% |
| 30D | -45.3% | -3.4% | -42.0% | -46.1% |
| 3M | -83.1% | -17.2% | -65.9% | -77.5% |
| 6M | -76.9% | -12.0% | -64.8% | -69.1% |
| YTD | -85.3% | -26.3% | -59.0% | -80.7% |
| All | -90.5% | -33.6% | -57.0% | -88.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling