-99.8%
AMIX vs TYL
-15.8%
-84.0%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.0% | +2.1% | -0.2% |
| 7D | -13.7% | -3.7% | -10.0% | -12.3% |
| 30D | -62.1% | +18.7% | -80.8% | -65.4% |
| 3M | -46.2% | +18.1% | -64.3% | -49.9% |
| 6M | -46.4% | -1.1% | -45.3% | -49.4% |
| YTD | -60.3% | -19.8% | -40.5% | -62.5% |
| 1Y | -79.7% | -34.3% | -45.3% | -80.7% |
| All | -99.8% | -15.8% | -84.0% | -99.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling