-91.6%
AMIX vs MULL
+248.8%
-340.4%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +9.1% | -9.1% | -1.8% |
| 7D | -16.0% | -42.7% | +26.7% | -7.5% |
| 30D | -55.4% | -63.8% | +8.3% | -46.6% |
| 3M | -87.5% | -49.0% | -38.5% | -86.3% |
| 6M | -81.2% | -38.2% | -43.0% | -79.6% |
| YTD | -86.8% | +167.0% | -253.9% | -86.6% |
| 1Y | -91.6% | +247.7% | -339.3% | -91.8% |
| All | -91.6% | +248.8% | -340.4% | -91.8% |
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