-90.5%
AMIX vs CAG
-5.3%
-85.2%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | +0.3% | +11.5% | +11.9% |
| 7D | +1.2% | +4.6% | -3.4% | +2.5% |
| 30D | -45.3% | +14.7% | -60.0% | -43.1% |
| 3M | -83.1% | +2.4% | -85.4% | -82.9% |
| 6M | -76.9% | +10.7% | -87.6% | -75.3% |
| YTD | -85.3% | -5.5% | -79.8% | -86.1% |
| All | -90.5% | -5.3% | -85.2% | -89.5% |
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