-99.9%
AMIX vs SCHG
+59.5%
-159.4%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | +2.8% | +9.0% | +8.4% |
| 7D | +1.2% | +0.3% | +0.9% | +0.9% |
| 30D | -45.3% | -7.2% | -38.1% | -40.1% |
| 3M | -83.1% | -4.7% | -78.4% | -82.1% |
| 6M | -76.9% | +0.1% | -77.0% | -76.0% |
| YTD | -85.3% | +4.8% | -90.1% | -85.1% |
| 1Y | -89.8% | +5.8% | -95.6% | -89.7% |
| All | -99.9% | +59.5% | -159.4% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling