+225.4%
TPR vs AMIX
-99.9%
+325.3%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +1.9% | 0.0% |
| 7D | -2.3% | -13.7% | +11.4% | -2.3% |
| 30D | -23.0% | -62.1% | +39.1% | -23.1% |
| 3M | -12.5% | -46.2% | +33.7% | -12.3% |
| 6M | -21.4% | -46.4% | +25.0% | -21.3% |
| YTD | -3.5% | -60.3% | +56.7% | -3.6% |
| 1Y | +17.4% | -79.7% | +97.0% | +16.7% |
| All | +225.4% | -99.9% | +325.3% | +233.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling