-91.6%
AMIX vs CAI
+12.6%
-104.1%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.1% | -4.1% | -3.0% |
| 7D | -25.1% | -6.3% | -18.8% | -25.3% |
| 30D | -54.5% | +9.3% | -63.8% | -54.2% |
| 3M | -91.7% | +106.3% | -198.1% | -91.2% |
| 6M | -79.4% | +77.7% | -157.2% | -77.8% |
| YTD | -86.1% | +23.1% | -109.2% | -85.7% |
| 1Y | -91.6% | +6.5% | -98.1% | -91.6% |
| All | -91.6% | +12.6% | -104.1% | -91.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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