+24.1%
XYZ vs AMIX
-99.9%
+124.0%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +8.8% | -12.2% | -3.5% |
| 7D | +12.6% | +11.4% | +1.2% | +12.4% |
| 30D | +10.8% | -40.5% | +51.3% | +11.6% |
| 3M | +8.4% | -80.1% | +88.4% | +10.8% |
| 6M | +14.3% | -74.8% | +89.2% | +12.6% |
| YTD | +31.5% | -84.0% | +115.5% | +31.7% |
| 1Y | +28.1% | -89.7% | +117.8% | +29.6% |
| All | +24.1% | -99.9% | +124.0% | +50.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling