-99.9%
AMIX vs CBOE
+107.5%
-207.4%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.8% | -0.7% | +1.8% |
| 7D | -9.9% | +6.3% | -16.1% | -7.5% |
| 30D | -52.8% | +24.9% | -77.7% | -47.8% |
| 3M | -80.0% | +28.5% | -108.5% | -77.6% |
| 6M | -80.2% | +2.9% | -83.1% | -76.6% |
| YTD | -88.1% | +50.7% | -138.8% | -87.6% |
| 1Y | -91.1% | +45.5% | -136.5% | -90.5% |
| All | -99.9% | +107.5% | -207.4% | -100.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling