-81.4%
AMIX vs MXL
+320.4%
-401.7%
-89.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +6.0% | -6.2% | -1.6% |
| 7D | -3.4% | +15.5% | -18.8% | -6.8% |
| 30D | -54.4% | -11.3% | -43.1% | -53.4% |
| 3M | -45.7% | -16.1% | -29.6% | -43.8% |
| 6M | -49.2% | +323.0% | -372.2% | -47.7% |
| YTD | -60.3% | +281.5% | -341.9% | -59.3% |
| 1Y | -81.4% | +319.3% | -400.7% | -80.1% |
| All | -81.4% | +320.4% | -401.7% | -80.1% |
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