-91.6%
AMIX vs FTI
+57.1%
-148.7%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.4% | +0.3% | -3.1% |
| 7D | -25.1% | -9.7% | -15.5% | -25.4% |
| 30D | -54.5% | -8.2% | -46.3% | -54.5% |
| 3M | -91.7% | -7.8% | -83.9% | -91.8% |
| 6M | -79.4% | -13.4% | -66.0% | -80.4% |
| YTD | -86.1% | +45.1% | -131.1% | -77.4% |
| 1Y | -91.6% | +54.6% | -146.2% | -73.6% |
| All | -91.6% | +57.1% | -148.7% | -73.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 FTI 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