+86.8%
XLK vs AMIX
-99.9%
+186.7%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.9% | +2.6% | +0.7% |
| 7D | +0.9% | -13.7% | +14.6% | +1.0% |
| 30D | +0.7% | -62.1% | +62.8% | +1.5% |
| 3M | -2.9% | -46.2% | +43.2% | -5.1% |
| 6M | +34.3% | -46.4% | +80.7% | +31.1% |
| YTD | +30.4% | -60.3% | +90.7% | +27.5% |
| 1Y | +43.4% | -79.7% | +123.0% | +40.6% |
| All | +86.8% | -99.9% | +186.7% | +84.8% |
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 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