-91.6%
AMIX vs TXG
+406.9%
-498.5%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +3.4% | -6.4% | -3.7% |
| 7D | -25.1% | -19.3% | -5.9% | -22.1% |
| 30D | -54.5% | -30.9% | -23.6% | -51.8% |
| 3M | -91.7% | +41.1% | -132.8% | -92.4% |
| 6M | -79.4% | +211.9% | -291.3% | -84.4% |
| YTD | -86.1% | +314.0% | -400.0% | -90.3% |
| 1Y | -91.6% | +405.4% | -497.0% | -94.3% |
| All | -91.6% | +406.9% | -498.5% | -94.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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