-91.7%
AMIX vs MTUM
+10.7%
-102.4%
-93.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.0% | +3.8% | -23.8% | -27.8% |
| 7D | -8.1% | +1.5% | -9.6% | -13.8% |
| 30D | -52.3% | -12.1% | -40.2% | -37.8% |
| 3M | -83.8% | -10.0% | -73.8% | -80.6% |
| 6M | -79.0% | -9.4% | -69.6% | -73.5% |
| YTD | -87.2% | +11.1% | -98.3% | -85.6% |
| 1Y | -91.7% | +10.8% | -102.5% | -90.7% |
| All | -91.7% | +10.7% | -102.4% | -90.7% |
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