-90.5%
AMIX vs MXL
+265.9%
-356.4%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | +13.7% | -1.8% | +8.8% |
| 7D | +1.2% | -8.8% | +10.0% | +2.5% |
| 30D | -45.3% | -41.9% | -3.5% | -39.4% |
| 3M | -83.1% | -25.4% | -57.6% | -82.5% |
| 6M | -76.9% | -44.0% | -32.9% | -76.0% |
| YTD | -85.3% | +220.8% | -306.1% | -81.1% |
| All | -90.5% | +265.9% | -356.4% | -85.1% |
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