-79.7%
AMIX vs TXT
-1.0%
-78.7%
-89.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.5% | -1.3% |
| 7D | -13.7% | -4.8% | -8.9% | -6.6% |
| 30D | -62.1% | -10.6% | -51.5% | -55.0% |
| 3M | -46.2% | -13.2% | -33.0% | -35.7% |
| 6M | -46.4% | -20.3% | -26.1% | -36.1% |
| YTD | -60.3% | -9.3% | -51.0% | -54.2% |
| 1Y | -79.7% | -2.7% | -77.0% | -75.6% |
| All | -79.7% | -1.0% | -78.7% | -75.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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