-91.5%
AMIX vs FTV
+27.9%
-119.4%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | -16.0% | +0.2% | -16.2% | -16.0% |
| 30D | -55.4% | +15.7% | -71.1% | -57.6% |
| 3M | -87.5% | +7.5% | -95.0% | -87.8% |
| 6M | -81.2% | +8.5% | -89.7% | -82.5% |
| YTD | -86.8% | +18.8% | -105.6% | -87.4% |
| All | -91.5% | +27.9% | -119.4% | -88.8% |
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