-94.1%
AMIX vs CAI
-9.3%
-84.8%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.0% | +0.2% | -20.2% | -20.0% |
| 7D | -8.1% | -26.3% | +18.2% | -9.3% |
| 30D | -52.3% | -17.5% | -34.7% | -52.3% |
| 3M | -83.8% | +5.8% | -89.6% | -83.2% |
| 6M | -79.0% | +53.6% | -132.6% | -77.2% |
| YTD | -87.2% | -9.2% | -78.0% | -86.9% |
| 1Y | -91.7% | -2.7% | -89.0% | -91.3% |
| All | -94.1% | -9.3% | -84.8% | -93.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling