-79.7%
AMIX vs TLN
-17.2%
-62.5%
-89.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.8% | -5.7% | -2.2% |
| 7D | -13.7% | +7.1% | -20.8% | -14.2% |
| 30D | -62.1% | -3.9% | -58.2% | -62.0% |
| 3M | -46.2% | -16.2% | -30.0% | -44.6% |
| 6M | -46.4% | -5.8% | -40.6% | -48.3% |
| YTD | -60.3% | -15.4% | -44.8% | -60.1% |
| 1Y | -79.7% | -16.7% | -63.0% | -77.8% |
| All | -79.7% | -17.2% | -62.5% | -77.8% |
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