-99.9%
AMIX vs FTI
+220.8%
-320.7%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +0.9% | +7.9% | +8.6% |
| 7D | +11.4% | -3.3% | +14.7% | +12.3% |
| 30D | -40.5% | -7.2% | -33.3% | -39.6% |
| 3M | -80.1% | -12.9% | -67.2% | -79.6% |
| 6M | -74.8% | -7.9% | -67.0% | -74.7% |
| YTD | -84.0% | +45.2% | -129.1% | -85.5% |
| 1Y | -89.7% | +48.1% | -137.8% | -90.8% |
| All | -99.9% | +220.8% | -320.7% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling