-99.9%
AMIX vs XYL
-9.6%
-90.3%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.2% | +1.2% |
| 7D | -16.0% | +5.9% | -21.9% | -19.1% |
| 30D | -55.4% | -3.9% | -51.5% | -55.2% |
| 3M | -87.5% | -18.7% | -68.8% | -85.8% |
| 6M | -81.2% | -16.9% | -64.3% | -78.7% |
| YTD | -86.8% | -27.4% | -59.5% | -85.2% |
| 1Y | -91.6% | -34.0% | -57.6% | -90.5% |
| All | -99.9% | -9.6% | -90.3% | -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