-99.9%
AMIX vs TDY
+53.9%
-153.8%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | +4.0% | +7.8% | +9.1% |
| 7D | +1.2% | -2.5% | +3.7% | +3.0% |
| 30D | -45.3% | +4.8% | -50.2% | -47.2% |
| 3M | -83.1% | -6.9% | -76.1% | -82.2% |
| 6M | -76.9% | +3.5% | -80.4% | -76.2% |
| YTD | -85.3% | +26.0% | -111.2% | -85.7% |
| 1Y | -89.8% | +25.4% | -115.2% | -90.1% |
| All | -99.9% | +53.9% | -153.8% | -99.9% |
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