-89.7%
AMIX vs CBOE
+43.6%
-133.3%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +3.4% | +5.4% | +11.7% |
| 7D | +11.4% | +6.0% | +5.5% | +17.0% |
| 30D | -40.5% | +19.9% | -60.5% | -29.7% |
| 3M | -80.1% | +28.4% | -108.4% | -74.7% |
| 6M | -74.8% | +5.2% | -80.0% | -68.3% |
| YTD | -84.0% | +46.4% | -130.4% | -82.9% |
| 1Y | -89.7% | +41.8% | -131.5% | -88.5% |
| All | -89.7% | +43.6% | -133.3% | -88.5% |
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