-94.6%
AMIX vs CAI
-14.7%
-79.9%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.8% | +4.9% | +0.9% |
| 7D | -9.9% | -8.7% | -1.2% | -10.2% |
| 30D | -52.8% | -23.8% | -28.9% | -53.1% |
| 3M | -80.0% | +3.9% | -83.9% | -79.3% |
| 6M | -80.2% | +56.8% | -137.1% | -78.6% |
| YTD | -88.1% | -14.6% | -73.5% | -87.9% |
| 1Y | -91.1% | -5.2% | -85.9% | -90.6% |
| All | -94.6% | -14.7% | -79.9% | -94.2% |
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