+16.1%
BX vs AMIX
-99.9%
+116.0%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.9% | +0.8% | -1.1% |
| 7D | -4.4% | -13.7% | +9.3% | -4.3% |
| 30D | +0.1% | -62.1% | +62.2% | +0.7% |
| 3M | +16.0% | -46.2% | +62.2% | +15.2% |
| 6M | +21.6% | -46.4% | +68.0% | +20.6% |
| YTD | -8.9% | -60.3% | +51.4% | -9.3% |
| 1Y | -16.6% | -79.7% | +63.1% | -16.4% |
| All | +16.1% | -99.9% | +116.0% | +17.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AMIX.
Daily Out/Under-Performance
Portfolio return minus AMIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMIX 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 AMIX 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