-99.8%
AMIX vs TDY
+44.7%
-144.5%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | +0.4% |
| 7D | -3.4% | -0.9% | -2.5% | -2.7% |
| 30D | -54.4% | -12.5% | -41.9% | -49.8% |
| 3M | -45.7% | -1.2% | -44.6% | -41.7% |
| 6M | -49.2% | -6.6% | -42.6% | -44.9% |
| YTD | -60.3% | +18.5% | -78.8% | -59.7% |
| 1Y | -81.4% | +10.8% | -92.1% | -80.7% |
| All | -99.8% | +44.7% | -144.5% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling