-91.6%
AMIX vs MTUM
+9.7%
-101.2%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.0% | -1.0% | +1.5% |
| 7D | -25.1% | -10.1% | -15.0% | -3.8% |
| 30D | -54.5% | -15.6% | -39.0% | -32.9% |
| 3M | -91.7% | -12.7% | -79.0% | -88.9% |
| 6M | -79.4% | -3.7% | -75.7% | -73.3% |
| YTD | -86.1% | +9.4% | -95.5% | -83.3% |
| 1Y | -91.6% | +10.2% | -101.8% | -89.9% |
| All | -91.6% | +9.7% | -101.2% | -89.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MTUM.
Daily Out/Under-Performance
Portfolio return minus MTUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTUM 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 MTUM 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