+59.7%
TMO vs AMIX
-76.1%
+135.8%
-6.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AMIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +11.8% | -8.0% | +3.9% |
| 7D | +5.7% | +1.2% | +4.5% | +5.7% |
| 30D | +9.7% | -45.3% | +55.0% | +9.3% |
| 3M | +21.6% | -83.1% | +104.6% | +20.5% |
| All | +59.7% | -76.1% | +135.8% | +58.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling