-99.9%
AMIX vs FTI
+229.3%
-329.2%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.1% | -1.0% | +0.7% |
| 7D | -9.9% | +4.3% | -14.2% | -10.7% |
| 30D | -52.8% | -4.7% | -48.1% | -52.3% |
| 3M | -80.0% | -13.5% | -66.5% | -79.5% |
| 6M | -80.2% | -8.7% | -71.5% | -80.1% |
| YTD | -88.1% | +49.0% | -137.1% | -89.3% |
| 1Y | -91.1% | +54.0% | -145.1% | -92.1% |
| All | -99.9% | +229.3% | -329.2% | -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