-92.4%
AMIX vs TCOM
-41.5%
-50.9%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.4% | -0.9% | -7.5% | -8.7% |
| 7D | -10.9% | -1.4% | -9.5% | -11.2% |
| 30D | -55.0% | +11.5% | -66.5% | -53.7% |
| 3M | -82.0% | -5.2% | -76.8% | -82.0% |
| 6M | -80.4% | -16.9% | -63.5% | -81.3% |
| YTD | -88.3% | -39.9% | -48.4% | -89.9% |
| 1Y | -92.4% | -42.1% | -50.3% | -94.2% |
| All | -92.4% | -41.5% | -50.9% | -94.2% |
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