-91.6%
AMIX vs CCEP
+36.9%
-128.5%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +3.8% | -6.8% | +3.9% |
| 7D | -25.1% | +4.2% | -29.4% | -18.6% |
| 30D | -54.5% | +14.2% | -68.7% | -40.5% |
| 3M | -91.7% | +9.1% | -100.9% | -90.0% |
| 6M | -79.4% | +26.9% | -106.3% | -75.2% |
| YTD | -86.1% | +29.1% | -115.1% | -82.3% |
| 1Y | -91.6% | +36.8% | -128.3% | -87.4% |
| All | -91.6% | +36.9% | -128.5% | -87.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CCEP.
Daily Out/Under-Performance
Portfolio return minus CCEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCEP 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 CCEP 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