-91.6%
AMIX vs VFC
+41.4%
-133.0%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | -16.0% | +11.2% | -27.2% | -13.1% |
| 30D | -55.4% | +41.5% | -96.9% | -50.5% |
| 3M | -87.5% | +38.9% | -126.4% | -86.2% |
| 6M | -81.2% | +6.1% | -87.3% | -81.7% |
| YTD | -86.8% | +14.5% | -101.4% | -85.8% |
| 1Y | -91.6% | +46.0% | -137.5% | -82.8% |
| All | -91.6% | +41.4% | -133.0% | -82.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 VFC 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