-89.7%
AMIX vs MCO
+5.8%
-95.5%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -0.1% | +8.9% | +8.8% |
| 7D | +11.4% | +1.4% | +10.1% | +11.3% |
| 30D | -40.5% | +10.0% | -50.5% | -41.7% |
| 3M | -80.1% | +7.0% | -87.1% | -80.2% |
| 6M | -74.8% | +13.7% | -88.5% | -75.3% |
| YTD | -84.0% | +0.6% | -84.6% | -85.3% |
| 1Y | -89.7% | +6.2% | -95.9% | -88.8% |
| All | -89.7% | +5.8% | -95.5% | -88.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 MCO 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