+154.8%
GM vs AMIX
-99.9%
+254.7%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.9% | +2.8% | +0.8% |
| 7D | +1.9% | -13.7% | +15.7% | +2.0% |
| 30D | -1.4% | -62.1% | +60.7% | -1.1% |
| 3M | +5.9% | -46.2% | +52.1% | +5.7% |
| 6M | +12.4% | -46.4% | +58.8% | +12.0% |
| YTD | +8.6% | -60.3% | +68.9% | +8.4% |
| 1Y | +52.6% | -79.7% | +132.3% | +52.9% |
| All | +154.8% | -99.9% | +254.7% | +170.3% |
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