-99.9%
AMIX vs MTB
+69.2%
-169.1%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -2.2% | -3.4% | -4.0% |
| 7D | -25.5% | -1.9% | -23.6% | -24.4% |
| 30D | -56.2% | +0.5% | -56.7% | -56.4% |
| 3M | -87.4% | -12.2% | -75.2% | -86.2% |
| 6M | -80.9% | +3.4% | -84.3% | -80.1% |
| YTD | -86.8% | +11.3% | -98.2% | -86.8% |
| 1Y | -91.3% | +23.3% | -114.6% | -91.8% |
| All | -99.9% | +69.2% | -169.1% | -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