-19.5%
IBM vs AMIX
-91.4%
+71.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | -5.0% | -16.0% | +11.1% | -4.8% |
| 30D | +11.1% | -55.4% | +66.5% | +12.1% |
| 3M | +5.7% | -87.5% | +93.2% | +8.1% |
| 6M | +10.1% | -81.2% | +91.3% | +12.8% |
| YTD | -15.6% | -86.8% | +71.2% | -13.9% |
| 1Y | -19.5% | -91.6% | +72.0% | -18.0% |
| All | -19.5% | -91.4% | +71.8% | -18.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling