-79.7%
AMIX vs TDY
+11.8%
-91.4%
-89.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.5% | -2.4% | -2.5% |
| 7D | -13.7% | -1.8% | -11.9% | -11.6% |
| 30D | -62.1% | -10.7% | -51.4% | -56.3% |
| 3M | -46.2% | -1.3% | -44.9% | -37.9% |
| 6M | -46.4% | -10.6% | -35.9% | -37.7% |
| YTD | -60.3% | +19.6% | -79.8% | -56.3% |
| 1Y | -79.7% | +11.6% | -91.3% | -75.5% |
| All | -79.7% | +11.8% | -91.4% | -75.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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