+20.4%
U vs AMIX
-99.9%
+120.3%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.9% | +0.9% | -1.0% |
| 7D | -3.8% | -13.7% | +9.9% | -3.6% |
| 30D | +17.5% | -62.1% | +79.5% | +19.0% |
| 3M | +38.7% | -46.2% | +84.9% | +34.3% |
| 6M | +104.4% | -46.4% | +150.8% | +97.4% |
| YTD | -5.7% | -60.3% | +54.6% | -8.3% |
| 1Y | +3.7% | -79.7% | +83.4% | +1.9% |
| All | +20.4% | -99.9% | +120.3% | +9.9% |
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