-99.8%
AMIX vs Z
-39.0%
-60.8%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.1% | +0.2% | -1.0% |
| 7D | -13.7% | -3.0% | -10.7% | -12.6% |
| 30D | -62.1% | -4.2% | -57.9% | -61.7% |
| 3M | -46.2% | -3.7% | -42.5% | -45.4% |
| 6M | -46.4% | -24.5% | -21.9% | -43.2% |
| YTD | -60.3% | -49.3% | -11.0% | -55.1% |
| 1Y | -79.7% | -58.7% | -21.0% | -76.3% |
| All | -99.8% | -39.0% | -60.8% | -99.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling