-90.5%
AMIX vs TLN
-8.1%
-82.5%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | +7.2% | +4.6% | +11.3% |
| 7D | +1.2% | +9.1% | -7.9% | +0.6% |
| 30D | -45.3% | -4.1% | -41.3% | -45.3% |
| 3M | -83.1% | +4.4% | -87.5% | -83.1% |
| 6M | -76.9% | -6.0% | -70.9% | -76.6% |
| YTD | -85.3% | -3.1% | -82.2% | -85.3% |
| All | -90.5% | -8.1% | -82.5% | -89.7% |
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