-81.4%
AMIX vs DTE
+4.2%
-85.5%
-89.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | 0.0% |
| 7D | -3.4% | +0.9% | -4.3% | -3.2% |
| 30D | -54.4% | -1.9% | -52.5% | -54.6% |
| 3M | -45.7% | -3.3% | -42.4% | -48.0% |
| 6M | -49.2% | -7.1% | -42.0% | -50.6% |
| YTD | -60.3% | +8.1% | -68.5% | -67.6% |
| 1Y | -81.4% | +5.3% | -86.6% | -82.5% |
| All | -81.4% | +4.2% | -85.5% | -82.5% |
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