-90.5%
AMIX vs TXG
+314.1%
-404.6%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | +9.7% | +2.1% | +9.5% |
| 7D | +1.2% | +5.5% | -4.4% | -0.2% |
| 30D | -45.3% | -19.3% | -26.0% | -42.9% |
| 3M | -83.1% | +25.0% | -108.1% | -84.1% |
| 6M | -76.9% | +201.2% | -278.0% | -83.5% |
| YTD | -85.3% | +298.8% | -384.1% | -91.1% |
| All | -90.5% | +314.1% | -404.6% | -94.1% |
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