-99.9%
AMIX vs MTB
+71.4%
-171.4%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | +2.3% | +9.6% | +10.1% |
| 7D | +1.2% | -0.8% | +1.9% | +1.9% |
| 30D | -45.3% | +2.4% | -47.7% | -46.3% |
| 3M | -83.1% | -10.5% | -72.6% | -81.6% |
| 6M | -76.9% | +6.4% | -83.3% | -76.3% |
| YTD | -85.3% | +12.8% | -98.1% | -85.3% |
| 1Y | -89.8% | +23.3% | -113.1% | -90.3% |
| All | -99.9% | +71.4% | -171.4% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling