-91.3%
AMIX vs TMF
-22.6%
-68.7%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.6% | -6.2% | -6.4% |
| 7D | -25.5% | +2.7% | -28.2% | -28.6% |
| 30D | -56.2% | +19.3% | -75.5% | -67.7% |
| 3M | -87.4% | -3.7% | -83.8% | -86.5% |
| 6M | -80.9% | -11.3% | -69.6% | -80.1% |
| YTD | -86.8% | -16.6% | -70.2% | -86.1% |
| 1Y | -91.3% | -21.1% | -70.2% | -89.0% |
| All | -91.3% | -22.6% | -68.7% | -89.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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