-99.9%
AMIX vs MKTX
-37.3%
-62.6%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | 0.0% | +11.8% | +11.8% |
| 7D | +1.2% | +0.1% | +1.1% | +1.2% |
| 30D | -45.3% | +0.7% | -46.0% | -45.3% |
| 3M | -83.1% | +2.4% | -85.5% | -83.0% |
| 6M | -76.9% | +13.5% | -90.3% | -75.7% |
| YTD | -85.3% | -7.2% | -78.0% | -84.1% |
| 1Y | -89.8% | +1.0% | -90.8% | -89.2% |
| All | -99.9% | -37.3% | -62.6% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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