-99.8%
AMIX vs MCO
+26.6%
-126.4%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.5% | +2.3% | +0.6% |
| 7D | -3.4% | -2.7% | -0.7% | -2.5% |
| 30D | -54.4% | +0.9% | -55.3% | -54.5% |
| 3M | -45.7% | +8.7% | -54.4% | -47.2% |
| 6M | -49.2% | +2.4% | -51.6% | -49.7% |
| YTD | -60.3% | -5.2% | -55.2% | -60.0% |
| 1Y | -81.4% | -4.4% | -77.0% | -81.2% |
| All | -99.8% | +26.6% | -126.4% | -99.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling