-91.6%
AMIX vs CHD
+30.9%
-122.5%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.6% | -5.6% | -9.4% |
| 7D | -25.1% | +6.9% | -32.1% | -38.1% |
| 30D | -54.5% | +17.1% | -71.6% | -71.9% |
| 3M | -91.7% | +9.1% | -100.8% | -93.7% |
| 6M | -79.4% | +21.4% | -100.8% | -84.2% |
| YTD | -86.1% | +34.9% | -120.9% | -86.9% |
| 1Y | -91.6% | +31.0% | -122.6% | -92.9% |
| All | -91.6% | +30.9% | -122.5% | -92.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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