-90.5%
AMIX vs DTE
+4.3%
-94.8%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | +2.4% | +9.4% | +12.1% |
| 7D | +1.2% | +1.8% | -0.6% | +1.4% |
| 30D | -45.3% | +9.0% | -54.4% | -44.6% |
| 3M | -83.1% | -0.2% | -82.9% | -83.1% |
| 6M | -76.9% | +0.1% | -77.0% | -78.1% |
| YTD | -85.3% | +10.0% | -95.2% | -89.6% |
| All | -90.5% | +4.3% | -94.8% | -89.9% |
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