-99.9%
AMIX vs CF
+54.1%
-154.0%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -4.4% | +1.4% | -3.9% |
| 7D | -25.1% | -6.9% | -18.2% | -26.2% |
| 30D | -54.5% | -3.7% | -50.8% | -54.8% |
| 3M | -91.7% | -5.0% | -86.8% | -91.8% |
| 6M | -79.4% | -10.5% | -69.0% | -79.7% |
| YTD | -86.1% | +46.5% | -132.6% | -84.2% |
| 1Y | -91.6% | +34.8% | -126.4% | -90.6% |
| All | -99.9% | +54.1% | -154.0% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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