-99.9%
AMIX vs VFC
+26.6%
-126.5%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.2% | -2.1% | +1.7% |
| 7D | -9.9% | +1.6% | -11.5% | -9.7% |
| 30D | -52.8% | +25.5% | -78.2% | -50.7% |
| 3M | -80.0% | +41.3% | -121.3% | -78.7% |
| 6M | -80.2% | +22.2% | -102.4% | -79.4% |
| YTD | -88.1% | +16.4% | -104.5% | -87.7% |
| 1Y | -91.1% | +38.4% | -129.5% | -90.3% |
| All | -99.9% | +26.6% | -126.5% | -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