-91.6%
AMIX vs SCHG
+5.5%
-97.1%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.3% | -4.3% | -7.5% |
| 7D | -25.1% | -2.5% | -22.6% | -17.5% |
| 30D | -54.5% | -5.4% | -49.1% | -44.5% |
| 3M | -91.7% | -2.2% | -89.6% | -91.4% |
| 6M | -79.4% | +5.2% | -84.6% | -79.6% |
| YTD | -86.1% | +6.8% | -92.8% | -86.5% |
| 1Y | -91.6% | +5.9% | -97.5% | -91.8% |
| All | -91.6% | +5.5% | -97.1% | -91.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 SCHG 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