-91.6%
AMIX vs MTB
+22.0%
-113.5%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +1.0% |
| 7D | -16.0% | -1.3% | -14.7% | -14.8% |
| 30D | -55.4% | +0.5% | -55.9% | -55.8% |
| 3M | -87.5% | -12.4% | -75.1% | -85.4% |
| 6M | -81.2% | +1.5% | -82.7% | -76.4% |
| YTD | -86.8% | +10.3% | -97.1% | -77.2% |
| 1Y | -91.6% | +22.2% | -113.8% | -68.9% |
| All | -91.6% | +22.0% | -113.5% | -68.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling