-99.8%
AMIX vs NTRS
+147.8%
-247.6%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -2.0% | -1.9% |
| 7D | -13.7% | +0.4% | -14.1% | -13.8% |
| 30D | -62.1% | +1.7% | -63.8% | -62.3% |
| 3M | -46.2% | +8.9% | -55.0% | -48.5% |
| 6M | -46.4% | +30.6% | -77.0% | -53.3% |
| YTD | -60.3% | +38.7% | -99.0% | -66.4% |
| 1Y | -79.7% | +48.1% | -127.8% | -83.5% |
| All | -99.8% | +147.8% | -247.6% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling