-81.4%
AMIX vs CBOE
+26.4%
-107.7%
-89.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.7% | +1.5% | -1.9% |
| 7D | -3.4% | -4.6% | +1.3% | -8.0% |
| 30D | -54.4% | +2.6% | -57.0% | -52.6% |
| 3M | -45.7% | +4.9% | -50.7% | -45.6% |
| 6M | -49.2% | -2.2% | -47.0% | -51.2% |
| YTD | -60.3% | +17.7% | -78.1% | -61.2% |
| 1Y | -81.4% | +26.1% | -107.4% | -81.0% |
| All | -81.4% | +26.4% | -107.7% | -81.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling