-99.9%
AMIX vs CNH
+1.9%
-101.8%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -3.9% | -1.7% | -3.7% |
| 7D | -25.5% | -0.4% | -25.1% | -25.6% |
| 30D | -56.2% | -15.2% | -41.0% | -52.6% |
| 3M | -87.4% | +4.3% | -91.7% | -88.2% |
| 6M | -80.9% | +10.1% | -91.0% | -81.9% |
| YTD | -86.8% | +23.2% | -110.0% | -88.1% |
| 1Y | -91.3% | +8.5% | -99.8% | -91.9% |
| All | -99.9% | +1.9% | -101.8% | -99.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling