-91.7%
AMIX vs XYL
-36.1%
-55.6%
-93.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.0% | -1.8% | -18.2% | -17.9% |
| 7D | -8.1% | -5.9% | -2.2% | -1.2% |
| 30D | -52.3% | -7.3% | -45.0% | -50.6% |
| 3M | -83.8% | -22.5% | -61.3% | -76.1% |
| 6M | -79.0% | -14.4% | -64.5% | -70.4% |
| YTD | -87.2% | -29.4% | -57.8% | -82.4% |
| 1Y | -91.7% | -35.6% | -56.1% | -89.7% |
| All | -91.7% | -36.1% | -55.6% | -89.7% |
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