-99.9%
AMIX vs VRSK
-13.5%
-86.4%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.0% | +1.0% | -21.0% | -19.9% |
| 7D | -8.1% | +4.1% | -12.2% | -7.7% |
| 30D | -52.3% | +16.1% | -68.3% | -51.7% |
| 3M | -83.8% | +14.1% | -97.9% | -83.6% |
| 6M | -79.0% | +22.9% | -101.8% | -78.3% |
| YTD | -87.2% | -7.2% | -80.0% | -87.0% |
| 1Y | -91.7% | -3.4% | -88.3% | -91.5% |
| All | -99.9% | -13.5% | -86.4% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSK.
Daily Out/Under-Performance
Portfolio return minus VRSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSK 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 VRSK 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