+64.6%
RF vs AMIX
-100.0%
+164.6%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -5.6% | +3.5% | -2.1% |
| 7D | -1.6% | -25.5% | +23.9% | -1.5% |
| 30D | +5.0% | -56.2% | +61.2% | +5.5% |
| 3M | -10.0% | -87.4% | +77.5% | -9.0% |
| 6M | +3.3% | -80.9% | +84.2% | +3.0% |
| YTD | +7.9% | -86.8% | +94.8% | +8.0% |
| 1Y | +21.2% | -91.3% | +112.6% | +21.5% |
| All | +64.6% | -100.0% | +164.6% | +59.6% |
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 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