-99.9%
AMIX vs CAG
-38.7%
-61.2%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -0.7% | +9.5% | +8.7% |
| 7D | +11.4% | +6.6% | +4.8% | +12.3% |
| 30D | -40.5% | +13.9% | -54.4% | -39.5% |
| 3M | -80.1% | +4.0% | -84.1% | -80.0% |
| 6M | -74.8% | +10.0% | -84.8% | -74.1% |
| YTD | -84.0% | -6.1% | -77.8% | -83.8% |
| 1Y | -89.7% | -4.3% | -85.4% | -89.6% |
| All | -99.9% | -38.7% | -61.2% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 CAG 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