-99.8%
AMIX vs XYL
-2.4%
-97.4%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.0% | +0.1% | -0.4% |
| 7D | -13.7% | -5.0% | -8.7% | -10.3% |
| 30D | -62.1% | -13.2% | -48.8% | -57.8% |
| 3M | -46.2% | -3.7% | -42.5% | -40.6% |
| 6M | -46.4% | -17.7% | -28.7% | -41.0% |
| YTD | -60.3% | -21.5% | -38.7% | -56.4% |
| 1Y | -79.7% | -24.5% | -55.2% | -77.6% |
| All | -99.8% | -2.4% | -97.4% | -99.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling