-89.7%
AMIX vs MKC
-25.6%
-64.1%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -2.4% | +11.2% | +8.7% |
| 7D | +11.4% | -2.4% | +13.9% | +11.4% |
| 30D | -40.5% | +5.4% | -45.9% | -40.8% |
| 3M | -80.1% | -11.1% | -69.0% | -79.9% |
| 6M | -74.8% | -1.4% | -73.4% | -73.5% |
| YTD | -84.0% | -29.4% | -54.6% | -85.5% |
| 1Y | -89.7% | -24.7% | -65.0% | -89.2% |
| All | -89.7% | -25.6% | -64.1% | -89.2% |
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