-91.6%
AMIX vs FTV
+37.8%
-129.3%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.3% | -5.3% | -3.7% |
| 7D | -25.1% | +6.6% | -31.7% | -26.7% |
| 30D | -54.5% | +19.1% | -73.6% | -57.2% |
| 3M | -91.7% | +13.1% | -104.8% | -92.1% |
| 6M | -79.4% | +14.0% | -93.4% | -81.1% |
| YTD | -86.1% | +24.2% | -110.3% | -86.9% |
| 1Y | -91.6% | +36.4% | -127.9% | -88.6% |
| All | -91.6% | +37.8% | -129.3% | -88.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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