-99.9%
AMIX vs VICR
+326.4%
-426.3%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -1.1% | +9.9% | +9.1% |
| 7D | +11.4% | -9.7% | +21.1% | +13.8% |
| 30D | -40.5% | -39.2% | -1.3% | -34.0% |
| 3M | -80.1% | -22.6% | -57.5% | -79.6% |
| 6M | -74.8% | -37.0% | -37.9% | -73.3% |
| YTD | -84.0% | +47.5% | -131.5% | -85.0% |
| 1Y | -89.7% | +75.0% | -164.7% | -90.6% |
| All | -99.9% | +326.4% | -426.3% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VICR.
Daily Out/Under-Performance
Portfolio return minus VICR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICR 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 10y: compounded portfolio wealth divided by compounded VICR 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…
10y analysis · Full analysis span regression · 6 months rolling