-79.7%
AMIX vs NTRS
+46.5%
-126.2%
-89.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.5% | -2.1% |
| 7D | -13.7% | -0.1% | -13.6% | -13.8% |
| 30D | -62.1% | +1.2% | -63.3% | -61.8% |
| 3M | -46.2% | +8.3% | -54.5% | -44.6% |
| 6M | -46.4% | +30.0% | -76.4% | -41.8% |
| YTD | -60.3% | +38.0% | -98.3% | -53.2% |
| 1Y | -79.7% | +47.4% | -127.1% | -70.9% |
| All | -79.7% | +46.5% | -126.2% | -70.9% |
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