-99.9%
AMIX vs FTI
+215.7%
-315.6%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.1% | -3.1% | -0.7% |
| 7D | -16.0% | -7.6% | -8.4% | -14.6% |
| 30D | -55.4% | -7.1% | -48.3% | -54.8% |
| 3M | -87.5% | -8.7% | -78.8% | -87.4% |
| 6M | -81.2% | -14.0% | -67.2% | -80.9% |
| YTD | -86.8% | +42.8% | -129.7% | -88.1% |
| 1Y | -91.6% | +50.4% | -142.0% | -92.5% |
| All | -99.9% | +215.7% | -315.6% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling