-82.1%
AMIX vs NTRS
+51.4%
-133.5%
-89.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | +0.1% |
| 7D | -4.8% | +1.4% | -6.2% | -4.2% |
| 30D | -42.0% | -0.7% | -41.4% | -42.4% |
| 3M | -46.5% | +11.3% | -57.8% | -44.3% |
| 6M | -48.2% | +35.5% | -83.8% | -42.7% |
| YTD | -62.2% | +40.6% | -102.8% | -54.9% |
| 1Y | -82.1% | +49.2% | -131.3% | -73.7% |
| All | -82.1% | +51.4% | -133.5% | -73.7% |
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