-99.9%
AMIX vs HIG
+66.3%
-166.2%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.0% | -0.4% | -19.6% | -19.9% |
| 7D | -8.1% | -0.7% | -7.4% | -7.9% |
| 30D | -52.3% | +5.4% | -57.6% | -53.0% |
| 3M | -83.8% | -0.9% | -82.8% | -83.7% |
| 6M | -79.0% | +4.8% | -83.8% | -79.5% |
| YTD | -87.2% | +0.9% | -88.1% | -87.3% |
| 1Y | -91.7% | +6.5% | -98.2% | -92.1% |
| All | -99.9% | +66.3% | -166.2% | -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