-99.9%
AMIX vs CCJ
+55.9%
-155.8%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.4% | -3.4% | -5.0% | -7.3% |
| 7D | -10.9% | +5.0% | -15.9% | -12.4% |
| 30D | -55.0% | -16.7% | -38.3% | -52.1% |
| 3M | -82.0% | -27.5% | -54.5% | -79.9% |
| 6M | -80.4% | -38.6% | -41.8% | -78.3% |
| YTD | -88.3% | -21.5% | -66.7% | -87.3% |
| 1Y | -92.4% | -22.3% | -70.1% | -91.7% |
| All | -99.9% | +55.9% | -155.8% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CCJ.
Daily Out/Under-Performance
Portfolio return minus CCJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCJ 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 CCJ 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