-99.8%
AMIX vs MTB
+83.5%
-183.3%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | +0.2% |
| 7D | -3.4% | +2.8% | -6.1% | -5.4% |
| 30D | -54.4% | -4.2% | -50.2% | -52.8% |
| 3M | -45.7% | +7.8% | -53.5% | -46.0% |
| 6M | -49.2% | +14.8% | -64.0% | -50.6% |
| YTD | -60.3% | +20.8% | -81.1% | -62.4% |
| 1Y | -81.4% | +23.1% | -104.5% | -82.5% |
| All | -99.8% | +83.5% | -183.3% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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