-99.8%
AMIX vs MKTX
-38.2%
-61.6%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | +1.6% | +0.3% | +1.3% | +1.6% |
| 30D | -50.8% | +1.0% | -51.8% | -50.8% |
| 3M | -46.3% | +40.8% | -87.1% | -44.8% |
| 6M | -49.9% | -10.9% | -39.0% | -45.8% |
| YTD | -60.4% | -8.6% | -51.8% | -57.4% |
| 1Y | -81.7% | -11.6% | -70.1% | -80.1% |
| All | -99.8% | -38.2% | -61.6% | -99.8% |
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