-91.7%
AMIX vs FTI
+50.1%
-141.8%
-93.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.0% | +1.3% | -21.3% | -20.0% |
| 7D | -8.1% | +1.4% | -9.5% | -8.1% |
| 30D | -52.3% | -6.3% | -46.0% | -52.2% |
| 3M | -83.8% | -13.1% | -70.6% | -83.8% |
| 6M | -79.0% | -8.0% | -71.0% | -79.3% |
| YTD | -87.2% | +47.1% | -134.2% | -78.8% |
| 1Y | -91.7% | +50.7% | -142.4% | -81.2% |
| All | -91.7% | +50.1% | -141.8% | -81.2% |
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