-99.9%
AMIX vs HIG
+67.0%
-166.9%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +2.2% | +6.6% | +8.2% |
| 7D | +11.4% | +2.1% | +9.3% | +10.8% |
| 30D | -40.5% | +6.7% | -47.2% | -41.6% |
| 3M | -80.1% | -1.9% | -78.1% | -79.9% |
| 6M | -74.8% | +5.3% | -80.2% | -75.5% |
| YTD | -84.0% | +1.3% | -85.3% | -84.1% |
| 1Y | -89.7% | +7.2% | -96.9% | -90.2% |
| All | -99.9% | +67.0% | -166.9% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 10y: compounded portfolio wealth divided by compounded HIG 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…
10y analysis · Full analysis span regression · 6 months rolling