-99.8%
AMIX vs VICR
+397.2%
-497.0%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +5.5% | -7.4% | -3.3% |
| 7D | -13.7% | +0.4% | -14.1% | -14.0% |
| 30D | -62.1% | -13.9% | -48.1% | -61.0% |
| 3M | -46.2% | -38.4% | -7.8% | -41.9% |
| 6M | -46.4% | -7.2% | -39.2% | -45.6% |
| YTD | -60.3% | +72.0% | -132.3% | -63.1% |
| 1Y | -79.7% | +263.3% | -343.0% | -83.1% |
| All | -99.8% | +397.2% | -497.0% | -99.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling