-92.4%
AMIX vs MXL
+292.8%
-385.2%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.4% | -1.7% | -6.8% | -8.1% |
| 7D | -10.9% | +33.1% | -43.9% | -16.9% |
| 30D | -55.0% | -33.5% | -21.5% | -51.9% |
| 3M | -82.0% | -20.7% | -61.3% | -81.8% |
| 6M | -80.4% | -35.9% | -44.6% | -80.0% |
| YTD | -88.3% | +238.3% | -326.5% | -85.1% |
| 1Y | -92.4% | +296.2% | -388.6% | -88.3% |
| All | -92.4% | +292.8% | -385.2% | -88.3% |
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