-99.9%
AMIX vs CCEP
+81.9%
-181.8%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.3% | -6.8% | -4.4% |
| 7D | -25.5% | +5.7% | -31.2% | -21.0% |
| 30D | -56.2% | +15.3% | -71.5% | -49.3% |
| 3M | -87.4% | +8.0% | -95.5% | -86.4% |
| 6M | -80.9% | +26.7% | -107.6% | -78.1% |
| YTD | -86.8% | +30.7% | -117.5% | -84.7% |
| 1Y | -91.3% | +36.5% | -127.9% | -89.8% |
| All | -99.9% | +81.9% | -181.8% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling