+43.1%
EXC vs AMIX
-99.9%
+143.1%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +8.8% | -9.1% | -0.3% |
| 7D | +0.1% | +11.4% | -11.4% | 0.0% |
| 30D | +9.0% | -40.5% | +49.5% | +9.2% |
| 3M | +3.3% | -80.1% | +83.4% | +3.7% |
| 6M | +5.7% | -74.8% | +80.5% | +5.5% |
| YTD | +7.3% | -84.0% | +91.3% | +7.6% |
| 1Y | +2.9% | -89.7% | +92.6% | +3.5% |
| All | +43.1% | -99.9% | +143.1% | +48.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling