-99.9%
AMIX vs FTI
+217.9%
-317.9%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | +0.7% | +11.1% | +11.7% |
| 7D | +1.2% | -4.3% | +5.5% | +2.1% |
| 30D | -45.3% | -8.0% | -37.3% | -44.4% |
| 3M | -83.1% | -8.0% | -75.0% | -82.9% |
| 6M | -76.9% | -8.7% | -68.2% | -76.7% |
| YTD | -85.3% | +43.9% | -129.2% | -86.7% |
| 1Y | -89.8% | +49.8% | -139.6% | -90.9% |
| All | -99.9% | +217.9% | -317.9% | -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