+11.3%
IR vs AMIX
-89.3%
+100.5%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +8.8% | -10.0% | -1.2% |
| 7D | +1.5% | +11.4% | -9.9% | +1.5% |
| 30D | +9.0% | -40.5% | +49.5% | +9.2% |
| 3M | -0.9% | -80.1% | +79.2% | -0.3% |
| 6M | +13.4% | -74.8% | +88.2% | +13.6% |
| YTD | +8.5% | -84.0% | +92.4% | +8.1% |
| 1Y | +11.3% | -89.7% | +101.0% | +10.4% |
| All | +11.3% | -89.3% | +100.5% | +10.4% |
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