-91.6%
AMIX vs MXL
+276.5%
-368.1%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -11.1% | +8.1% | -0.6% |
| 7D | -25.1% | -24.3% | -0.8% | -20.5% |
| 30D | -54.5% | -46.1% | -8.4% | -48.5% |
| 3M | -91.7% | -21.8% | -69.9% | -91.5% |
| 6M | -79.4% | -27.2% | -52.2% | -78.3% |
| YTD | -86.1% | +226.2% | -312.2% | -81.8% |
| 1Y | -91.6% | +297.0% | -388.6% | -85.8% |
| All | -91.6% | +276.5% | -368.1% | -85.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL 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 MXL 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