+19.2%
HYG vs AMIX
-99.9%
+119.0%
-4.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.9% | +1.9% | -0.1% |
| 7D | -0.2% | -13.7% | +13.5% | -0.2% |
| 30D | +0.1% | -62.1% | +62.2% | +0.2% |
| 3M | +0.7% | -46.2% | +46.8% | +0.5% |
| 6M | +1.5% | -46.4% | +47.9% | +1.3% |
| YTD | +2.2% | -60.3% | +62.4% | +2.1% |
| 1Y | +3.9% | -79.7% | +83.6% | +3.9% |
| All | +19.2% | -99.9% | +119.0% | +20.7% |
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