-18.5%
TSCO vs AMIX
-99.9%
+81.3%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.9% | +3.1% | +1.1% |
| 7D | +0.8% | -13.7% | +14.5% | +0.8% |
| 30D | +5.5% | -62.1% | +67.5% | +5.7% |
| 3M | +20.0% | -46.2% | +66.1% | +18.3% |
| 6M | -29.8% | -46.4% | +16.6% | -30.8% |
| YTD | -28.7% | -60.3% | +31.6% | -29.8% |
| 1Y | -40.9% | -79.7% | +38.8% | -42.0% |
| All | -18.5% | -99.9% | +81.3% | -12.8% |
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 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