-99.8%
AMIX vs SCHG
+63.7%
-163.5%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | +0.6% |
| 7D | +1.6% | -0.9% | +2.4% | +2.7% |
| 30D | -50.8% | -2.3% | -48.5% | -49.4% |
| 3M | -46.3% | +4.5% | -50.8% | -46.5% |
| 6M | -49.9% | +13.6% | -63.4% | -51.9% |
| YTD | -60.4% | +7.6% | -68.0% | -61.2% |
| 1Y | -81.7% | +13.0% | -94.8% | -82.2% |
| All | -99.8% | +63.7% | -163.5% | -99.8% |
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 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