-81.7%
AMIX vs NYT
+14.6%
-96.3%
-89.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.0% | +1.8% | +1.9% |
| 7D | +1.6% | -1.6% | +3.2% | +3.2% |
| 30D | -50.8% | +2.8% | -53.6% | -51.9% |
| 3M | -46.3% | -9.2% | -37.1% | -34.5% |
| 6M | -49.9% | -17.1% | -32.8% | -40.3% |
| YTD | -60.4% | -3.2% | -57.2% | -44.1% |
| 1Y | -81.7% | +15.7% | -97.4% | -68.7% |
| All | -81.7% | +14.6% | -96.3% | -68.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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