-99.9%
AMIX vs FTV
+23.5%
-123.4%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +0.9% | +7.9% | +8.5% |
| 7D | +11.4% | +1.4% | +10.1% | +11.0% |
| 30D | -40.5% | +18.3% | -58.8% | -44.3% |
| 3M | -80.1% | +9.8% | -89.9% | -80.8% |
| 6M | -74.8% | +12.3% | -87.2% | -76.5% |
| YTD | -84.0% | +23.1% | -107.1% | -85.4% |
| 1Y | -89.7% | +32.5% | -122.2% | -90.8% |
| All | -99.9% | +23.5% | -123.4% | -99.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling