-91.6%
AMIX vs MLM
-11.4%
-80.2%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.4% | -5.4% | -6.2% |
| 7D | -25.1% | +9.1% | -34.2% | -34.8% |
| 30D | -54.5% | +14.6% | -69.2% | -63.4% |
| 3M | -91.7% | +0.3% | -92.0% | -91.8% |
| 6M | -79.4% | -7.5% | -72.0% | -79.9% |
| YTD | -86.1% | -10.2% | -75.8% | -85.5% |
| 1Y | -91.6% | -10.5% | -81.1% | -91.1% |
| All | -91.6% | -11.4% | -80.2% | -91.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 MLM 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