-89.7%
AMIX vs TYL
-8.1%
-81.7%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +0.8% | +8.0% | +8.4% |
| 7D | +11.4% | +4.3% | +7.1% | +8.7% |
| 30D | -40.5% | +28.0% | -68.5% | -49.5% |
| 3M | -80.1% | +32.3% | -112.4% | -84.0% |
| 6M | -74.8% | +29.9% | -104.7% | -79.8% |
| YTD | -84.0% | -7.1% | -76.9% | -88.8% |
| 1Y | -89.7% | -9.2% | -80.5% | -93.1% |
| All | -89.7% | -8.1% | -81.7% | -93.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TYL.
Daily Out/Under-Performance
Portfolio return minus TYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TYL 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 TYL 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