-99.9%
AMIX vs XYL
-8.3%
-91.6%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | +1.5% | +10.4% | +11.0% |
| 7D | +1.2% | +2.1% | -0.9% | 0.0% |
| 30D | -45.3% | -3.4% | -42.0% | -45.1% |
| 3M | -83.1% | -17.2% | -65.9% | -81.0% |
| 6M | -76.9% | -12.0% | -64.8% | -74.0% |
| YTD | -85.3% | -26.3% | -59.0% | -83.5% |
| 1Y | -89.8% | -33.5% | -56.3% | -88.6% |
| All | -99.9% | -8.3% | -91.6% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling