-99.9%
AMIX vs VFC
+24.4%
-124.3%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -2.9% | -2.7% | -6.1% |
| 7D | -25.5% | +10.9% | -36.3% | -24.0% |
| 30D | -56.2% | +40.6% | -96.8% | -53.3% |
| 3M | -87.4% | +34.4% | -121.9% | -86.7% |
| 6M | -80.9% | +12.3% | -93.2% | -80.4% |
| YTD | -86.8% | +14.4% | -101.2% | -86.4% |
| 1Y | -91.3% | +40.6% | -131.9% | -90.6% |
| All | -99.9% | +24.4% | -124.3% | -99.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling