-99.9%
AMIX vs TYL
-2.1%
-97.9%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +4.7% | -7.7% | -4.6% |
| 7D | -25.1% | +17.3% | -42.4% | -29.7% |
| 30D | -54.5% | +28.9% | -83.4% | -59.1% |
| 3M | -91.7% | +35.1% | -126.8% | -92.8% |
| 6M | -79.4% | +29.3% | -108.8% | -82.0% |
| YTD | -86.1% | -6.8% | -79.3% | -87.7% |
| 1Y | -91.6% | -9.9% | -81.7% | -92.5% |
| All | -99.9% | -2.1% | -97.9% | -99.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling