-81.4%
AMIX vs ET
+32.7%
-114.0%
-89.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.3% | -0.2% |
| 7D | -3.4% | +0.4% | -3.8% | -3.1% |
| 30D | -54.4% | +6.9% | -61.2% | -52.8% |
| 3M | -45.7% | +13.1% | -58.8% | -41.5% |
| 6M | -49.2% | +18.7% | -67.9% | -46.1% |
| YTD | -60.3% | +37.4% | -97.8% | -58.8% |
| 1Y | -81.4% | +34.8% | -116.2% | -81.6% |
| All | -81.4% | +32.7% | -114.0% | -81.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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