+46.3%
EXC vs AMIX
-100.0%
+146.2%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -5.6% | +6.2% | +0.6% |
| 7D | +1.4% | -25.5% | +26.8% | +1.4% |
| 30D | +11.6% | -56.2% | +67.8% | +11.9% |
| 3M | +2.7% | -87.4% | +90.1% | +3.2% |
| 6M | +2.7% | -80.9% | +83.6% | +2.6% |
| YTD | +9.7% | -86.8% | +96.5% | +10.0% |
| 1Y | +4.5% | -91.3% | +95.9% | +5.1% |
| All | +46.3% | -100.0% | +146.2% | +51.4% |
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