-91.6%
AMIX vs NTRS
+43.5%
-135.0%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +3.1% | -6.2% | -1.8% |
| 7D | -25.1% | +3.6% | -28.7% | -24.1% |
| 30D | -54.5% | +4.3% | -58.8% | -53.8% |
| 3M | -91.7% | -1.9% | -89.8% | -91.8% |
| 6M | -79.4% | +11.4% | -90.9% | -78.5% |
| YTD | -86.1% | +32.3% | -118.4% | -81.1% |
| 1Y | -91.6% | +42.5% | -134.1% | -81.2% |
| All | -91.6% | +43.5% | -135.0% | -81.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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