-99.9%
AMIX vs CAG
-38.3%
-61.6%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | +0.3% | +11.5% | +11.9% |
| 7D | +1.2% | +4.6% | -3.4% | +1.8% |
| 30D | -45.3% | +14.7% | -60.0% | -44.4% |
| 3M | -83.1% | +2.4% | -85.4% | -83.0% |
| 6M | -76.9% | +10.7% | -87.6% | -76.2% |
| YTD | -85.3% | -5.5% | -79.8% | -85.1% |
| 1Y | -89.8% | -4.6% | -85.2% | -89.7% |
| All | -99.9% | -38.3% | -61.6% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling