-99.8%
AMIX vs CF
+84.0%
-183.7%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.2% | +1.3% | -2.7% |
| 7D | -13.7% | +6.0% | -19.7% | -12.5% |
| 30D | -62.1% | +14.8% | -76.9% | -60.8% |
| 3M | -46.2% | +14.1% | -60.2% | -44.2% |
| 6M | -46.4% | +28.5% | -75.0% | -42.4% |
| YTD | -60.3% | +74.9% | -135.2% | -53.3% |
| 1Y | -79.7% | +61.7% | -141.4% | -76.5% |
| All | -99.8% | +84.0% | -183.7% | -99.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling