-99.8%
AMIX vs ET
+83.5%
-183.3%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.3% | -2.2% | -2.0% |
| 7D | -13.7% | +0.9% | -14.6% | -13.9% |
| 30D | -62.1% | +7.5% | -69.5% | -62.6% |
| 3M | -46.2% | +11.4% | -57.6% | -47.1% |
| 6M | -46.4% | +18.5% | -65.0% | -48.6% |
| YTD | -60.3% | +37.4% | -97.6% | -63.7% |
| 1Y | -79.7% | +30.9% | -110.6% | -81.2% |
| All | -99.8% | +83.5% | -183.3% | -99.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling