-99.9%
AMIX vs DTE
+43.2%
-143.2%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | 0.0% |
| 7D | -16.0% | -0.3% | -15.7% | -16.0% |
| 30D | -55.4% | +6.2% | -61.6% | -56.0% |
| 3M | -87.5% | -2.6% | -84.9% | -87.4% |
| 6M | -81.2% | -3.5% | -77.7% | -81.4% |
| YTD | -86.8% | +7.4% | -94.2% | -87.8% |
| 1Y | -91.6% | +4.2% | -95.8% | -92.0% |
| All | -99.9% | +43.2% | -143.2% | -99.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling