-79.7%
AMIX vs FTI
+108.8%
-188.4%
-89.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.3% | -1.6% | -1.9% |
| 7D | -13.7% | +5.3% | -19.0% | -13.5% |
| 30D | -62.1% | +15.3% | -77.4% | -62.1% |
| 3M | -46.2% | +15.8% | -61.9% | -45.9% |
| 6M | -46.4% | +22.6% | -69.0% | -44.6% |
| YTD | -60.3% | +79.5% | -139.8% | -52.0% |
| 1Y | -79.7% | +102.0% | -181.7% | -75.7% |
| All | -79.7% | +108.8% | -188.4% | -75.7% |
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