-5.4%
TLT vs AMIX
-100.0%
+94.5%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -0.4% |
| 7D | -3.1% | -9.9% | +6.8% | -3.1% |
| 30D | +1.0% | -52.8% | +53.8% | +1.1% |
| 3M | -2.7% | -80.0% | +77.3% | -2.6% |
| 6M | -4.1% | -80.2% | +76.1% | -4.2% |
| YTD | -5.4% | -88.1% | +82.8% | -5.4% |
| 1Y | -7.0% | -91.1% | +84.0% | -7.1% |
| All | -5.4% | -100.0% | +94.5% | -1.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AMIX.
Daily Out/Under-Performance
Portfolio return minus AMIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMIX 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 10y: compounded portfolio wealth divided by compounded AMIX 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…
10y analysis · Full analysis span regression · 6 months rolling