-99.9%
AMIX vs TXG
+36.8%
-136.8%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.4% | -4.8% | -3.7% | -8.0% |
| 7D | -10.9% | +1.8% | -12.6% | -10.9% |
| 30D | -55.0% | -17.7% | -37.3% | -54.2% |
| 3M | -82.0% | +2.3% | -84.4% | -82.0% |
| 6M | -80.4% | +182.5% | -263.0% | -81.5% |
| YTD | -88.3% | +262.4% | -350.6% | -88.9% |
| 1Y | -92.4% | +254.1% | -346.5% | -92.8% |
| All | -99.9% | +36.8% | -136.8% | -99.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling