-99.8%
AMIX vs VMC
+20.7%
-120.5%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.9% | -2.8% | -2.4% |
| 7D | -13.7% | -4.3% | -9.4% | -11.8% |
| 30D | -62.1% | -8.2% | -53.8% | -60.4% |
| 3M | -46.2% | -7.0% | -39.1% | -44.4% |
| 6M | -46.4% | -10.8% | -35.7% | -44.2% |
| YTD | -60.3% | -7.4% | -52.9% | -59.3% |
| 1Y | -79.7% | -9.5% | -70.2% | -78.9% |
| All | -99.8% | +20.7% | -120.5% | -99.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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