-36.2%
DOW vs AMIX
-99.9%
+63.7%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.9% | -1.1% | -3.0% |
| 7D | -2.4% | -13.7% | +11.3% | -2.3% |
| 30D | +0.4% | -62.1% | +62.4% | +0.7% |
| 3M | -14.4% | -46.2% | +31.8% | -15.7% |
| 6M | -7.0% | -46.4% | +39.5% | -8.3% |
| YTD | +30.2% | -60.3% | +90.5% | +28.3% |
| 1Y | +29.2% | -79.7% | +108.9% | +27.7% |
| All | -36.2% | -99.9% | +63.7% | -36.8% |
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