-99.8%
AMIX vs CFG
+133.4%
-233.2%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.1% | -1.9% | -1.9% |
| 7D | -13.7% | +1.5% | -15.3% | -14.2% |
| 30D | -62.1% | -3.8% | -58.2% | -61.5% |
| 3M | -46.2% | +11.5% | -57.7% | -47.2% |
| 6M | -46.4% | +19.2% | -65.6% | -48.2% |
| YTD | -60.3% | +23.7% | -84.0% | -62.0% |
| 1Y | -79.7% | +38.8% | -118.5% | -81.3% |
| All | -99.8% | +133.4% | -233.2% | -99.8% |
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