-99.9%
AMIX vs TLN
+439.1%
-539.0%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -0.5% | +9.4% | +8.9% |
| 7D | +11.4% | +1.1% | +10.4% | +11.2% |
| 30D | -40.5% | -4.6% | -35.9% | -40.2% |
| 3M | -80.1% | +5.2% | -85.3% | -80.3% |
| 6M | -74.8% | -6.5% | -68.3% | -74.7% |
| YTD | -84.0% | -3.6% | -80.3% | -84.2% |
| 1Y | -89.7% | -8.2% | -81.5% | -89.7% |
| All | -99.9% | +439.1% | -539.0% | -99.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling