-99.9%
AMIX vs CCEP
+82.3%
-182.2%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +0.1% | +8.8% | +8.9% |
| 7D | +11.4% | +5.4% | +6.1% | +17.1% |
| 30D | -40.5% | +12.8% | -53.3% | -32.8% |
| 3M | -80.1% | +10.9% | -91.0% | -77.9% |
| 6M | -74.8% | +25.6% | -100.5% | -71.2% |
| YTD | -84.0% | +31.0% | -115.0% | -81.3% |
| 1Y | -89.7% | +32.3% | -122.0% | -87.9% |
| All | -99.9% | +82.3% | -182.2% | -99.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling