-89.7%
AMIX vs CAI
-6.7%
-83.0%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -4.5% | +13.3% | +8.8% |
| 7D | +11.4% | -25.6% | +37.1% | +11.7% |
| 30D | -40.5% | -17.7% | -22.8% | -40.0% |
| 3M | -80.1% | +4.4% | -84.5% | -79.4% |
| 6M | -74.8% | +51.3% | -126.1% | -73.4% |
| YTD | -84.0% | -9.5% | -74.5% | -83.0% |
| 1Y | -89.7% | -1.5% | -88.2% | -88.0% |
| All | -89.7% | -6.7% | -83.0% | -88.0% |
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