-99.9%
AMIX vs CBOE
+104.1%
-204.0%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.0% | +1.2% | -21.2% | -19.5% |
| 7D | -8.1% | +6.9% | -15.0% | -5.4% |
| 30D | -52.3% | +24.1% | -76.4% | -47.4% |
| 3M | -83.8% | +30.9% | -114.7% | -81.5% |
| 6M | -79.0% | +5.9% | -84.8% | -75.7% |
| YTD | -87.2% | +48.2% | -135.4% | -86.6% |
| 1Y | -91.7% | +43.5% | -135.2% | -91.3% |
| All | -99.9% | +104.1% | -204.0% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 CBOE 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