-82.0%
AMIX vs SCHG
+11.9%
-93.9%
-89.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.4% | -3.6% | -2.4% |
| 7D | -6.3% | -2.7% | -3.6% | +4.1% |
| 30D | -51.9% | -2.2% | -49.7% | -47.9% |
| 3M | -44.9% | +6.2% | -51.1% | -45.7% |
| 6M | -47.9% | +13.4% | -61.3% | -52.2% |
| YTD | -62.0% | +7.1% | -69.1% | -62.3% |
| 1Y | -82.0% | +12.5% | -94.5% | -84.0% |
| All | -82.0% | +11.9% | -93.9% | -84.0% |
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