-99.9%
AMIX vs ETR
+145.5%
-245.5%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.0% | +0.3% | -20.3% | -20.2% |
| 7D | -8.1% | +0.1% | -8.2% | -8.1% |
| 30D | -52.3% | +7.7% | -60.0% | -55.2% |
| 3M | -83.8% | +5.7% | -89.5% | -84.6% |
| 6M | -79.0% | -0.3% | -78.7% | -79.4% |
| YTD | -87.2% | +23.4% | -110.5% | -90.2% |
| 1Y | -91.7% | +18.5% | -110.2% | -93.3% |
| All | -99.9% | +145.5% | -245.5% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 5y: compounded portfolio wealth divided by compounded ETR 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…
5y analysis · Full analysis span regression · 6 months rolling