-99.8%
AMIX vs NTRS
+145.5%
-245.3%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | +0.1% |
| 7D | -3.4% | +1.7% | -5.1% | -4.0% |
| 30D | -54.4% | +0.1% | -54.5% | -54.4% |
| 3M | -45.7% | +9.8% | -55.6% | -48.4% |
| 6M | -49.2% | +34.7% | -83.8% | -56.4% |
| YTD | -60.3% | +37.4% | -97.7% | -66.3% |
| 1Y | -81.4% | +48.2% | -129.5% | -85.0% |
| All | -99.8% | +145.5% | -245.3% | -99.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling