-89.7%
AMIX vs TXT
+5.9%
-95.6%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +1.7% | +7.2% | +6.8% |
| 7D | +11.4% | -1.1% | +12.5% | +13.2% |
| 30D | -40.5% | +17.1% | -57.6% | -53.4% |
| 3M | -80.1% | -2.6% | -77.4% | -78.8% |
| 6M | -74.8% | -4.6% | -70.3% | -73.6% |
| YTD | -84.0% | -0.3% | -83.6% | -83.5% |
| 1Y | -89.7% | +5.9% | -95.6% | -88.1% |
| All | -89.7% | +5.9% | -95.6% | -88.1% |
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