-99.9%
AMIX vs Z
-45.9%
-54.0%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | +3.8% | +8.1% | +10.3% |
| 7D | +1.2% | -5.2% | +6.4% | +3.0% |
| 30D | -45.3% | +5.7% | -51.1% | -47.3% |
| 3M | -83.1% | -8.7% | -74.3% | -82.9% |
| 6M | -76.9% | -26.0% | -50.9% | -75.0% |
| YTD | -85.3% | -55.0% | -30.2% | -82.8% |
| 1Y | -89.8% | -58.0% | -31.8% | -88.0% |
| All | -99.9% | -45.9% | -54.0% | -99.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling