-20.0%
LYB vs AMIX
-99.9%
+79.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.9% | 0.0% | -1.9% |
| 7D | -0.2% | -13.7% | +13.5% | -0.2% |
| 30D | +8.7% | -62.1% | +70.8% | +9.0% |
| 3M | -3.0% | -46.2% | +43.1% | -3.9% |
| 6M | +4.7% | -46.4% | +51.2% | +3.9% |
| YTD | +51.6% | -60.3% | +111.8% | +50.3% |
| 1Y | +24.4% | -79.7% | +104.0% | +23.6% |
| All | -20.0% | -99.9% | +79.9% | -19.6% |
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