-99.8%
AMIX vs NTRS
+145.2%
-245.0%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | +1.6% | +0.9% | +0.7% | +1.3% |
| 30D | -50.8% | -1.2% | -49.6% | -50.6% |
| 3M | -46.3% | +8.8% | -55.0% | -48.6% |
| 6M | -49.9% | +34.7% | -84.5% | -57.0% |
| YTD | -60.4% | +37.2% | -97.7% | -66.4% |
| 1Y | -81.7% | +46.3% | -128.1% | -85.1% |
| All | -99.8% | +145.2% | -245.0% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling