-91.6%
AMIX vs CNH
+15.2%
-106.8%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.2% | -2.8% | -2.9% |
| 7D | -25.1% | +6.5% | -31.6% | -28.1% |
| 30D | -54.5% | -12.0% | -42.6% | -51.2% |
| 3M | -91.7% | +4.4% | -96.1% | -92.2% |
| 6M | -79.4% | +15.7% | -95.1% | -80.5% |
| YTD | -86.1% | +28.2% | -114.3% | -85.0% |
| 1Y | -91.6% | +14.8% | -106.4% | -91.9% |
| All | -91.6% | +15.2% | -106.8% | -91.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 CNH 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