-91.1%
AMIX vs NYT
+16.1%
-107.1%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.9% | -0.8% | -0.6% |
| 7D | -9.9% | +6.5% | -16.4% | -14.6% |
| 30D | -52.8% | +8.4% | -61.2% | -56.3% |
| 3M | -80.0% | +13.9% | -94.0% | -82.9% |
| 6M | -80.2% | -4.8% | -75.4% | -78.2% |
| YTD | -88.1% | +6.2% | -94.3% | -83.1% |
| 1Y | -91.1% | +14.3% | -105.3% | -78.2% |
| All | -91.1% | +16.1% | -107.1% | -78.2% |
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