-94.0%
AMIX vs CAI
-3.6%
-90.4%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -21.6% | +16.1% | -6.6% |
| 7D | -25.5% | -28.0% | +2.5% | -26.8% |
| 30D | -56.2% | -5.2% | -51.0% | -55.8% |
| 3M | -87.4% | +58.2% | -145.7% | -86.3% |
| 6M | -80.9% | +37.4% | -118.3% | -79.1% |
| YTD | -86.8% | -3.5% | -83.3% | -86.5% |
| 1Y | -91.3% | -10.9% | -80.4% | -91.1% |
| All | -94.0% | -3.6% | -90.4% | -93.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling