-99.9%
AMIX vs MTB
+69.8%
-169.7%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -1.0% | +9.8% | +9.5% |
| 7D | +11.4% | -0.7% | +12.1% | +12.1% |
| 30D | -40.5% | +1.4% | -41.9% | -41.1% |
| 3M | -80.1% | -11.6% | -68.5% | -78.1% |
| 6M | -74.8% | +5.4% | -80.2% | -74.0% |
| YTD | -84.0% | +11.7% | -95.7% | -83.9% |
| 1Y | -89.7% | +20.5% | -110.3% | -90.1% |
| All | -99.9% | +69.8% | -169.7% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling