-90.5%
AMIX vs MULL
+260.4%
-351.0%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | +12.3% | -0.5% | +9.3% |
| 7D | +1.2% | -27.1% | +28.3% | +6.1% |
| 30D | -45.3% | -54.2% | +8.9% | -37.6% |
| 3M | -83.1% | -42.0% | -41.1% | -81.9% |
| 6M | -76.9% | -43.5% | -33.4% | -75.2% |
| YTD | -85.3% | +199.9% | -285.2% | -84.7% |
| All | -90.5% | +260.4% | -351.0% | -90.4% |
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