-99.8%
AMIX vs CCJ
+118.8%
-218.6%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.1% | -2.0% | -2.0% |
| 7D | -13.7% | +0.7% | -14.5% | -13.9% |
| 30D | -62.1% | +6.9% | -68.9% | -62.7% |
| 3M | -46.2% | -11.6% | -34.5% | -46.5% |
| 6M | -46.4% | -16.2% | -30.2% | -46.7% |
| YTD | -60.3% | +10.1% | -70.4% | -61.4% |
| 1Y | -79.7% | +32.3% | -111.9% | -80.7% |
| All | -99.8% | +118.8% | -218.6% | -99.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling