-97.9%
AMIX vs MULL
+2,561.4%
-2,659.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +11.8% | -13.7% | -3.6% |
| 7D | -13.7% | +17.3% | -31.0% | -15.9% |
| 30D | -62.1% | +23.5% | -85.6% | -63.7% |
| 3M | -46.2% | -24.0% | -22.2% | -47.8% |
| 6M | -46.4% | +276.7% | -323.2% | -53.0% |
| YTD | -60.3% | +565.1% | -625.3% | -66.4% |
| 1Y | -79.7% | +2,802.6% | -2,882.3% | -84.2% |
| All | -97.9% | +2,561.4% | -2,659.3% | -98.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling