-91.1%
AMIX vs CAG
-9.3%
-81.8%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.2% | -0.1% | +1.4% |
| 7D | -9.9% | -3.3% | -6.5% | -10.7% |
| 30D | -52.8% | +7.7% | -60.4% | -51.6% |
| 3M | -80.0% | -3.2% | -76.9% | -80.1% |
| 6M | -80.2% | +7.0% | -87.2% | -79.1% |
| YTD | -88.1% | -9.0% | -79.2% | -89.0% |
| 1Y | -91.1% | -9.6% | -81.5% | -91.5% |
| All | -91.1% | -9.3% | -81.8% | -91.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling