-99.8%
AMIX vs MGY
+37.1%
-136.9%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.5% | -0.4% | -2.3% |
| 7D | -13.7% | +2.1% | -15.8% | -13.2% |
| 30D | -62.1% | +13.8% | -75.9% | -61.1% |
| 3M | -46.2% | -4.3% | -41.9% | -45.7% |
| 6M | -46.4% | -5.1% | -41.4% | -46.4% |
| YTD | -60.3% | +24.8% | -85.1% | -61.4% |
| 1Y | -79.7% | +11.8% | -91.5% | -80.0% |
| All | -99.8% | +37.1% | -136.9% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling