+27.6%
TMO vs AMIX
-81.7%
+109.3%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.7% | +0.4% |
| 7D | -0.5% | +1.6% | -2.0% | -0.5% |
| 30D | +1.0% | -50.8% | +51.8% | +0.7% |
| 3M | +22.7% | -46.3% | +69.0% | +24.7% |
| 6M | +19.0% | -49.9% | +68.9% | +20.9% |
| YTD | +4.7% | -60.4% | +65.2% | +6.2% |
| All | +27.6% | -81.7% | +109.3% | +37.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling