-99.8%
AMIX vs MTB
+84.6%
-184.4%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.1% | -1.8% | -1.9% |
| 7D | -13.7% | +1.7% | -15.4% | -14.8% |
| 30D | -62.1% | -4.2% | -57.9% | -60.8% |
| 3M | -46.2% | +8.9% | -55.0% | -46.8% |
| 6M | -46.4% | +10.9% | -57.3% | -47.5% |
| YTD | -60.3% | +21.5% | -81.7% | -62.5% |
| 1Y | -79.7% | +21.9% | -101.6% | -80.8% |
| All | -99.8% | +84.6% | -184.4% | -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 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