-99.9%
AMIX vs TENB
-9.6%
-90.3%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.6% | +4.6% | +0.8% |
| 7D | -16.0% | -17.0% | +1.0% | -13.1% |
| 30D | -55.4% | +8.2% | -63.6% | -56.4% |
| 3M | -87.5% | +16.5% | -104.0% | -88.1% |
| 6M | -81.2% | +99.1% | -180.3% | -82.6% |
| YTD | -86.8% | +79.0% | -165.9% | -87.9% |
| 1Y | -91.6% | +53.9% | -145.5% | -92.3% |
| All | -99.9% | -9.6% | -90.3% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TENB.
Daily Out/Under-Performance
Portfolio return minus TENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TENB 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 3y: compounded portfolio wealth divided by compounded TENB 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…
3y analysis · Full analysis span regression · 6 months rolling