-99.8%
AMIX vs MGY
+42.2%
-142.0%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.6% | +0.1% |
| 7D | +1.6% | +1.5% | +0.1% | +1.9% |
| 30D | -50.8% | +6.8% | -57.7% | -50.0% |
| 3M | -46.3% | +2.6% | -48.9% | -45.3% |
| 6M | -49.9% | -3.1% | -46.7% | -49.3% |
| YTD | -60.4% | +29.4% | -89.8% | -61.2% |
| 1Y | -81.7% | +22.3% | -104.0% | -82.0% |
| All | -99.8% | +42.2% | -142.0% | -99.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MGY.
Daily Out/Under-Performance
Portfolio return minus MGY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MGY 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 10y: compounded portfolio wealth divided by compounded MGY 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…
10y analysis · Full analysis span regression · 6 months rolling