-99.9%
AMIX vs CFG
+112.1%
-212.1%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -3.1% | -2.4% | -4.3% |
| 7D | -25.5% | -2.2% | -23.3% | -24.8% |
| 30D | -56.2% | +0.4% | -56.6% | -56.3% |
| 3M | -87.4% | -12.6% | -74.9% | -86.8% |
| 6M | -80.9% | +0.6% | -81.5% | -80.5% |
| YTD | -86.8% | +12.4% | -99.3% | -86.9% |
| 1Y | -91.3% | +27.7% | -119.0% | -91.7% |
| All | -99.9% | +112.1% | -212.1% | -99.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling