-90.5%
AMIX vs VFC
+42.4%
-132.9%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | +2.6% | +9.2% | +12.5% |
| 7D | +1.2% | +7.7% | -6.5% | +3.3% |
| 30D | -45.3% | +39.2% | -84.5% | -39.8% |
| 3M | -83.1% | +40.3% | -123.3% | -81.3% |
| 6M | -76.9% | +11.4% | -88.2% | -77.3% |
| YTD | -85.3% | +17.5% | -102.8% | -84.1% |
| All | -90.5% | +42.4% | -132.9% | -84.2% |
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