-91.6%
AMIX vs DTE
+5.6%
-97.1%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.4% | -5.4% | -2.4% |
| 7D | -25.1% | +4.2% | -29.3% | -24.4% |
| 30D | -54.5% | +10.0% | -64.5% | -53.6% |
| 3M | -91.7% | -2.1% | -89.7% | -91.8% |
| 6M | -79.4% | -4.7% | -74.8% | -80.1% |
| YTD | -86.1% | +9.3% | -95.4% | -89.7% |
| 1Y | -91.6% | +6.6% | -98.2% | -93.1% |
| All | -91.6% | +5.6% | -97.1% | -93.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 1y: compounded portfolio wealth divided by compounded DTE 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…
1y analysis · Full analysis span regression · 6 months rolling