-99.8%
AMIX vs VFC
-18.3%
-81.5%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.4% | -4.3% | -1.5% |
| 7D | -13.7% | -1.6% | -12.1% | -14.0% |
| 30D | -62.1% | -11.6% | -50.4% | -62.9% |
| 3M | -46.2% | -18.1% | -28.1% | -48.1% |
| 6M | -46.4% | -27.4% | -19.1% | -49.2% |
| YTD | -60.3% | -24.8% | -35.4% | -61.9% |
| 1Y | -79.7% | -8.2% | -71.5% | -79.5% |
| All | -99.8% | -18.3% | -81.5% | -99.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling