-99.9%
AMIX vs TNA
+67.4%
-167.3%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.0% | +2.7% | -22.7% | -21.1% |
| 7D | -8.1% | -2.1% | -5.9% | -7.7% |
| 30D | -52.3% | +3.1% | -55.4% | -53.3% |
| 3M | -83.8% | -20.2% | -63.6% | -82.3% |
| 6M | -79.0% | -10.0% | -69.0% | -77.5% |
| YTD | -87.2% | +30.3% | -117.5% | -87.4% |
| 1Y | -91.7% | +31.1% | -122.8% | -91.9% |
| All | -99.9% | +67.4% | -167.3% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 TNA 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