-99.9%
AMIX vs VICR
+319.4%
-419.4%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.4% | +4.5% | +1.9% |
| 7D | -9.9% | +8.3% | -18.2% | -11.7% |
| 30D | -52.8% | -35.2% | -17.6% | -48.5% |
| 3M | -80.0% | -29.8% | -50.2% | -79.0% |
| 6M | -80.2% | -48.6% | -31.7% | -78.6% |
| YTD | -88.1% | +45.1% | -133.3% | -88.9% |
| 1Y | -91.1% | +79.6% | -170.6% | -91.8% |
| All | -99.9% | +319.4% | -419.4% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling