-99.9%
AMIX vs GTLB
-31.4%
-68.5%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.8% | +0.4% |
| 7D | -16.0% | -11.1% | -4.9% | -14.0% |
| 30D | -55.4% | -7.5% | -47.9% | -54.7% |
| 3M | -87.5% | +34.8% | -122.3% | -88.4% |
| 6M | -81.2% | +98.0% | -179.2% | -83.2% |
| YTD | -86.8% | +28.1% | -115.0% | -87.9% |
| 1Y | -91.6% | +5.6% | -97.1% | -92.1% |
| All | -99.9% | -31.4% | -68.5% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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