-89.7%
AMIX vs MULL
+251.4%
-341.1%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -2.5% | +11.3% | +9.3% |
| 7D | +11.4% | -32.2% | +43.7% | +18.6% |
| 30D | -40.5% | -55.4% | +14.9% | -31.8% |
| 3M | -80.1% | -41.3% | -38.8% | -78.8% |
| 6M | -74.8% | -44.9% | -29.9% | -72.9% |
| YTD | -84.0% | +192.4% | -276.4% | -83.3% |
| 1Y | -89.7% | +239.4% | -329.1% | -89.5% |
| All | -89.7% | +251.4% | -341.1% | -89.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 MULL 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