-81.3%
AMIX vs MKC
-23.7%
-57.6%
-89.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.0% | -1.0% | -1.8% |
| 7D | -13.7% | -5.9% | -7.8% | -13.0% |
| 30D | -62.1% | -0.9% | -61.2% | -62.3% |
| 3M | -46.2% | +12.7% | -58.9% | -43.8% |
| 6M | -46.4% | -19.3% | -27.1% | -49.2% |
| YTD | -60.3% | -22.2% | -38.1% | -62.6% |
| All | -81.3% | -23.7% | -57.6% | -81.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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