-79.7%
AMIX vs CFG
+40.4%
-120.1%
-89.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.1% | -1.9% | -1.9% |
| 7D | -13.7% | +1.5% | -15.3% | -14.1% |
| 30D | -62.1% | -3.8% | -58.2% | -61.6% |
| 3M | -46.2% | +11.5% | -57.7% | -42.5% |
| 6M | -46.4% | +19.2% | -65.6% | -40.7% |
| YTD | -60.3% | +23.7% | -84.0% | -52.4% |
| 1Y | -79.7% | +38.8% | -118.5% | -70.0% |
| All | -79.7% | +40.4% | -120.1% | -70.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 CFG 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