-80.9%
AMIX vs Z
-31.8%
-49.1%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -10.6% | +5.1% | +6.3% |
| 7D | -25.5% | -2.3% | -23.2% | -26.2% |
| 30D | -56.2% | +9.4% | -65.5% | -66.2% |
| 3M | -87.4% | -16.1% | -71.3% | -85.4% |
| 6M | -80.9% | -30.4% | -50.5% | -59.7% |
| All | -80.9% | -31.8% | -49.1% | -59.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling