+26.2%
O vs AMIX
-100.0%
+126.2%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -8.4% | +7.9% | -0.5% |
| 7D | -0.4% | -10.9% | +10.5% | -0.4% |
| 30D | +8.3% | -55.0% | +63.3% | +8.2% |
| 3M | -4.0% | -82.0% | +78.0% | -4.1% |
| 6M | -2.6% | -80.4% | +77.8% | -2.3% |
| YTD | +9.9% | -88.3% | +98.2% | +10.5% |
| 1Y | +9.8% | -92.4% | +102.2% | +10.6% |
| All | +26.2% | -100.0% | +126.2% | +34.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling