-20.2%
IBM vs AMIX
-92.5%
+72.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -8.4% | +7.0% | -1.3% |
| 7D | -0.3% | -10.9% | +10.6% | -0.2% |
| 30D | +6.8% | -55.0% | +61.7% | +7.7% |
| 3M | +4.4% | -82.0% | +86.4% | +6.3% |
| 6M | +13.2% | -80.4% | +93.6% | +15.5% |
| YTD | -15.1% | -88.3% | +73.1% | -13.6% |
| 1Y | -20.2% | -92.4% | +72.2% | -18.9% |
| All | -20.2% | -92.5% | +72.3% | -18.9% |
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