-15.1%
TSCO vs AMIX
-100.0%
+84.8%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.6% | -0.5% |
| 7D | +0.3% | -9.9% | +10.1% | +0.3% |
| 30D | +11.3% | -52.8% | +64.1% | +11.6% |
| 3M | +1.5% | -80.0% | +81.5% | +1.9% |
| 6M | +24.0% | -80.2% | +104.2% | +22.8% |
| YTD | -25.7% | -88.1% | +62.5% | -26.6% |
| 1Y | -33.6% | -91.1% | +57.5% | -34.4% |
| All | -15.1% | -100.0% | +84.8% | -8.8% |
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