-99.9%
AMIX vs CFG
+110.2%
-210.1%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.4% |
| 7D | -16.0% | -0.9% | -15.1% | -15.8% |
| 30D | -55.4% | +1.1% | -56.5% | -55.6% |
| 3M | -87.5% | -12.0% | -75.5% | -86.9% |
| 6M | -81.2% | -2.2% | -79.0% | -80.7% |
| YTD | -86.8% | +11.4% | -98.2% | -86.9% |
| 1Y | -91.6% | +27.8% | -119.4% | -92.0% |
| All | -99.9% | +110.2% | -210.1% | -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