-99.9%
AMIX vs MKC
-26.8%
-73.1%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.2% | -0.1% | +1.0% |
| 7D | -9.9% | -3.0% | -6.9% | -9.6% |
| 30D | -52.8% | +4.8% | -57.6% | -53.2% |
| 3M | -80.0% | -12.8% | -67.2% | -79.6% |
| 6M | -80.2% | +5.0% | -85.3% | -80.0% |
| YTD | -88.1% | -29.1% | -59.1% | -87.6% |
| 1Y | -91.1% | -26.4% | -64.7% | -90.7% |
| All | -99.9% | -26.8% | -73.1% | -99.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling