-89.7%
AMIX vs XYL
-35.2%
-54.5%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -2.4% | +11.3% | +11.6% |
| 7D | +11.4% | +0.6% | +10.9% | +10.0% |
| 30D | -40.5% | -5.7% | -34.8% | -39.9% |
| 3M | -80.1% | -19.8% | -60.3% | -72.4% |
| 6M | -74.8% | -14.2% | -60.6% | -65.6% |
| YTD | -84.0% | -28.1% | -55.9% | -78.5% |
| 1Y | -89.7% | -35.0% | -54.7% | -87.0% |
| All | -89.7% | -35.2% | -54.5% | -87.0% |
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