-99.8%
AMIX vs CBOE
+64.9%
-164.7%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -1.9% | -1.9% |
| 7D | -13.7% | -3.6% | -10.1% | -15.3% |
| 30D | -62.1% | +5.1% | -67.1% | -61.0% |
| 3M | -46.2% | +4.6% | -50.8% | -45.9% |
| 6M | -46.4% | -0.3% | -46.2% | -46.8% |
| YTD | -60.3% | +19.8% | -80.0% | -62.4% |
| 1Y | -79.7% | +28.4% | -108.0% | -81.2% |
| All | -99.8% | +64.9% | -164.7% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling