-91.7%
AMIX vs CHD
+33.4%
-125.1%
-93.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.0% | +0.2% | -20.2% | -20.6% |
| 7D | -8.1% | 0.0% | -8.1% | -7.9% |
| 30D | -52.3% | +12.2% | -64.4% | -66.8% |
| 3M | -83.8% | +9.3% | -93.1% | -87.8% |
| 6M | -79.0% | +24.3% | -103.2% | -84.1% |
| YTD | -87.2% | +34.9% | -122.0% | -88.5% |
| 1Y | -91.7% | +32.7% | -124.4% | -92.8% |
| All | -91.7% | +33.4% | -125.1% | -92.8% |
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