-99.9%
AMIX vs TMF
-39.2%
-60.7%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.6% | -6.2% | -5.7% |
| 7D | -25.5% | +2.7% | -28.2% | -26.0% |
| 30D | -56.2% | +19.3% | -75.5% | -58.2% |
| 3M | -87.4% | -3.7% | -83.8% | -87.3% |
| 6M | -80.9% | -11.3% | -69.6% | -80.9% |
| YTD | -86.8% | -16.6% | -70.2% | -86.8% |
| 1Y | -91.3% | -21.1% | -70.2% | -91.3% |
| All | -99.9% | -39.2% | -60.7% | -99.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling