-91.6%
AMIX vs TCOM
-39.6%
-51.9%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +3.2% | -6.2% | -2.3% |
| 7D | -25.1% | +10.7% | -35.8% | -23.4% |
| 30D | -54.5% | +10.1% | -64.6% | -53.5% |
| 3M | -91.7% | -8.9% | -82.9% | -91.8% |
| 6M | -79.4% | -19.2% | -60.3% | -80.3% |
| YTD | -86.1% | -40.6% | -45.4% | -88.1% |
| 1Y | -91.6% | -39.0% | -52.5% | -92.0% |
| All | -91.6% | -39.6% | -51.9% | -92.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 TCOM 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