+150.2%
GM vs AMIX
-100.0%
+250.1%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | 0.0% | -3.5% | -3.5% |
| 7D | -1.4% | -16.0% | +14.6% | -1.4% |
| 30D | +6.4% | -55.4% | +61.8% | +6.6% |
| 3M | -0.7% | -87.5% | +86.8% | -0.1% |
| 6M | +9.9% | -81.2% | +91.1% | +9.9% |
| YTD | +6.7% | -86.8% | +93.5% | +6.8% |
| 1Y | +26.2% | -91.6% | +117.8% | +26.6% |
| All | +150.2% | -100.0% | +250.1% | +166.2% |
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