-4.9%
IR vs AMIX
-99.9%
+95.0%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.9% | +3.2% | +1.3% |
| 7D | -2.8% | -13.7% | +10.9% | -2.7% |
| 30D | -15.1% | -62.1% | +46.9% | -14.7% |
| 3M | +6.1% | -46.2% | +52.2% | +5.2% |
| 6M | -16.8% | -46.4% | +29.6% | -17.6% |
| YTD | -3.5% | -60.3% | +56.7% | -4.2% |
| 1Y | -3.5% | -79.7% | +76.2% | -3.6% |
| All | -4.9% | -99.9% | +95.0% | +5.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling