-99.9%
AMIX vs XYL
-13.0%
-86.9%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.9% | +1.0% |
| 7D | -9.9% | -3.7% | -6.1% | -7.7% |
| 30D | -52.8% | -8.3% | -44.4% | -51.1% |
| 3M | -80.0% | -21.4% | -58.6% | -76.9% |
| 6M | -80.2% | -12.9% | -67.3% | -77.1% |
| YTD | -88.1% | -30.1% | -58.1% | -86.3% |
| 1Y | -91.1% | -35.2% | -55.9% | -89.7% |
| All | -99.9% | -13.0% | -86.9% | -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