-90.5%
AMIX vs FTI
+48.6%
-139.1%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | +0.7% | +11.1% | +11.8% |
| 7D | +1.2% | -4.3% | +5.5% | +1.1% |
| 30D | -45.3% | -8.0% | -37.3% | -45.3% |
| 3M | -83.1% | -8.0% | -75.0% | -83.1% |
| 6M | -76.9% | -8.7% | -68.2% | -77.1% |
| YTD | -85.3% | +43.9% | -129.2% | -75.7% |
| All | -90.5% | +48.6% | -139.1% | -79.5% |
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