-91.6%
AMIX vs TLN
-17.6%
-74.0%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -8.5% | +5.5% | -2.6% |
| 7D | -25.1% | -6.0% | -19.1% | -24.9% |
| 30D | -54.5% | -1.5% | -53.0% | -54.3% |
| 3M | -91.7% | -3.9% | -87.9% | -91.7% |
| 6M | -79.4% | -15.0% | -64.4% | -79.1% |
| YTD | -86.1% | -12.8% | -73.2% | -86.0% |
| 1Y | -91.6% | -17.3% | -74.2% | -90.9% |
| All | -91.6% | -17.6% | -74.0% | -90.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 1y: compounded portfolio wealth divided by compounded TLN 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…
1y analysis · Full analysis span regression · 6 months rolling