-99.9%
AMIX vs TENB
-7.9%
-92.1%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.0% | +2.3% | -22.3% | -20.4% |
| 7D | -8.1% | -9.3% | +1.2% | -6.5% |
| 30D | -52.3% | +5.3% | -57.6% | -53.0% |
| 3M | -83.8% | +13.5% | -97.2% | -84.4% |
| 6M | -79.0% | +101.5% | -180.4% | -80.6% |
| YTD | -87.2% | +82.4% | -169.6% | -88.3% |
| 1Y | -91.7% | +53.0% | -144.7% | -92.4% |
| All | -99.9% | -7.9% | -92.1% | -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