-91.6%
AMIX vs Z
-54.2%
-37.4%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +9.4% | -12.4% | -10.0% |
| 7D | -25.1% | +10.2% | -35.3% | -31.3% |
| 30D | -54.5% | +23.7% | -78.2% | -63.6% |
| 3M | -91.7% | -6.6% | -85.2% | -91.5% |
| 6M | -79.4% | -23.0% | -56.4% | -77.4% |
| YTD | -86.1% | -50.3% | -35.8% | -83.8% |
| 1Y | -91.6% | -53.6% | -38.0% | -89.9% |
| All | -91.6% | -54.2% | -37.4% | -89.9% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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