+2.4%
XLB vs AMIX
-79.8%
+82.2%
-9.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AMIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -5.6% | +2.7% | -2.9% |
| 7D | -0.4% | -25.5% | +25.1% | -0.3% |
| 30D | +5.2% | -56.2% | +61.4% | +5.6% |
| 3M | -0.1% | -87.4% | +87.3% | +0.6% |
| 6M | +2.4% | -80.9% | +83.3% | +6.3% |
| All | +2.4% | -79.8% | +82.2% | +6.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling