-99.8%
AMIX vs CNH
+30.4%
-130.2%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +4.0% | -6.0% | -4.0% |
| 7D | -13.7% | +23.3% | -37.0% | -23.5% |
| 30D | -62.1% | +33.5% | -95.5% | -68.2% |
| 3M | -46.2% | +32.7% | -78.9% | -53.9% |
| 6M | -46.4% | +22.2% | -68.6% | -53.4% |
| YTD | -60.3% | +57.7% | -117.9% | -68.1% |
| 1Y | -79.7% | +28.0% | -107.7% | -82.5% |
| All | -99.8% | +30.4% | -130.2% | -99.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling