-89.7%
AMIX vs TCOM
-39.5%
-50.2%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +0.1% | +8.7% | +8.8% |
| 7D | +11.4% | +6.5% | +4.9% | +13.3% |
| 30D | -40.5% | +13.3% | -53.8% | -38.5% |
| 3M | -80.1% | -6.5% | -73.6% | -80.1% |
| 6M | -74.8% | -16.3% | -58.5% | -75.8% |
| YTD | -84.0% | -38.7% | -45.3% | -86.1% |
| 1Y | -89.7% | -40.1% | -49.6% | -91.6% |
| All | -89.7% | -39.5% | -50.2% | -91.6% |
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