-81.2%
AMIX vs CBOE
+5.0%
-86.2%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | +0.1% |
| 7D | -16.0% | +5.3% | -21.3% | -9.6% |
| 30D | -55.4% | +25.5% | -80.9% | -38.2% |
| 3M | -87.5% | +22.5% | -110.0% | -83.3% |
| 6M | -81.2% | +2.6% | -83.8% | -77.6% |
| All | -81.2% | +5.0% | -86.2% | -77.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling