-99.9%
AMIX vs SCHG
+58.4%
-158.3%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -0.7% | +9.5% | +9.6% |
| 7D | +11.4% | -1.3% | +12.7% | +13.2% |
| 30D | -40.5% | -7.9% | -32.6% | -34.3% |
| 3M | -80.1% | -5.4% | -74.7% | -78.7% |
| 6M | -74.8% | -0.6% | -74.2% | -73.7% |
| YTD | -84.0% | +4.1% | -88.1% | -83.7% |
| 1Y | -89.7% | +2.8% | -92.5% | -89.4% |
| All | -99.9% | +58.4% | -158.3% | -99.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling