-91.3%
AMIX vs CFG
+29.7%
-121.0%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -3.1% | -2.4% | -4.4% |
| 7D | -25.5% | -2.2% | -23.3% | -24.8% |
| 30D | -56.2% | +0.4% | -56.6% | -56.2% |
| 3M | -87.4% | -12.6% | -74.9% | -86.8% |
| 6M | -80.9% | +0.6% | -81.5% | -78.7% |
| YTD | -86.8% | +12.4% | -99.3% | -80.8% |
| 1Y | -91.3% | +27.7% | -119.0% | -71.5% |
| All | -91.3% | +29.7% | -121.0% | -71.5% |
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