-99.9%
AMIX vs MGY
+18.5%
-118.4%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +2.1% | +6.7% | +9.3% |
| 7D | +11.4% | -6.1% | +17.6% | +10.1% |
| 30D | -40.5% | -3.9% | -36.6% | -40.9% |
| 3M | -80.1% | -11.0% | -69.1% | -80.5% |
| 6M | -74.8% | -15.6% | -59.2% | -75.4% |
| YTD | -84.0% | +7.8% | -91.8% | -84.9% |
| 1Y | -89.7% | +5.8% | -95.5% | -90.3% |
| All | -99.9% | +18.5% | -118.4% | -99.9% |
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