-99.8%
AMIX vs TMF
-38.7%
-61.1%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.4% | -2.3% | -2.0% |
| 7D | -13.7% | -1.4% | -12.3% | -13.4% |
| 30D | -62.1% | -2.8% | -59.2% | -61.7% |
| 3M | -46.2% | -10.9% | -35.3% | -46.1% |
| 6M | -46.4% | -21.3% | -25.1% | -46.6% |
| YTD | -60.3% | -15.9% | -44.4% | -60.3% |
| 1Y | -79.7% | -15.7% | -63.9% | -79.6% |
| All | -99.8% | -38.7% | -61.1% | -99.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling