-46.4%
AMIX vs DTE
-6.2%
-40.3%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.7% | -1.2% | -2.5% |
| 7D | -13.7% | +0.2% | -13.9% | -13.6% |
| 30D | -62.1% | -2.6% | -59.5% | -62.8% |
| 3M | -46.2% | -3.9% | -42.3% | -50.1% |
| 6M | -46.4% | -7.9% | -38.5% | -51.8% |
| All | -46.4% | -6.2% | -40.3% | -51.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling