+54.4%
COST vs AMIX
-100.0%
+154.3%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | +4.1% | -16.0% | +20.1% | +4.1% |
| 30D | +12.0% | -55.4% | +67.4% | +11.9% |
| 3M | +11.2% | -87.5% | +98.7% | +11.0% |
| 6M | +6.1% | -81.2% | +87.3% | +6.4% |
| YTD | +22.9% | -86.8% | +109.7% | +23.3% |
| 1Y | +14.7% | -91.6% | +106.3% | +15.2% |
| All | +54.4% | -100.0% | +154.3% | +58.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling