-99.9%
AMIX vs TNA
+51.9%
-151.8%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.8% | -2.8% | -1.2% |
| 7D | -16.0% | -7.0% | -9.0% | -13.8% |
| 30D | -55.4% | -6.4% | -49.0% | -54.4% |
| 3M | -87.5% | -25.7% | -61.8% | -86.0% |
| 6M | -81.2% | -19.7% | -61.5% | -79.0% |
| YTD | -86.8% | +18.3% | -105.1% | -86.5% |
| 1Y | -91.6% | +24.6% | -116.1% | -91.5% |
| All | -99.9% | +51.9% | -151.8% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling