-91.6%
AMIX vs CFG
+34.2%
-125.8%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.4% | -5.4% | -3.8% |
| 7D | -25.1% | +1.8% | -26.9% | -25.5% |
| 30D | -54.5% | +3.3% | -57.8% | -55.0% |
| 3M | -91.7% | -9.8% | -81.9% | -91.5% |
| 6M | -79.4% | +5.2% | -84.6% | -77.1% |
| YTD | -86.1% | +16.1% | -102.2% | -79.8% |
| 1Y | -91.6% | +33.7% | -125.2% | -69.6% |
| All | -91.6% | +34.2% | -125.8% | -69.6% |
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