-99.8%
AMIX vs TDY
+42.4%
-142.1%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.6% | +1.4% | +0.9% |
| 7D | +1.6% | -1.8% | +3.4% | +2.9% |
| 30D | -50.8% | -13.8% | -37.0% | -45.3% |
| 3M | -46.3% | -3.9% | -42.4% | -41.5% |
| 6M | -49.9% | -9.0% | -40.9% | -44.9% |
| YTD | -60.4% | +16.5% | -77.0% | -59.3% |
| 1Y | -81.7% | +9.3% | -91.0% | -80.8% |
| All | -99.8% | +42.4% | -142.1% | -99.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling