+80.9%
W vs AMIX
-99.9%
+180.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.9% | +4.4% | +2.6% |
| 7D | -4.2% | -13.7% | +9.5% | -3.4% |
| 30D | -7.6% | -62.1% | +54.5% | -3.3% |
| 3M | +37.2% | -46.2% | +83.3% | +22.2% |
| 6M | +26.3% | -46.4% | +72.8% | +12.3% |
| YTD | -1.0% | -60.3% | +59.3% | -12.0% |
| 1Y | +20.1% | -79.7% | +99.8% | +6.8% |
| All | +80.9% | -99.9% | +180.8% | +54.4% |
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