-79.7%
AMIX vs CG
-24.3%
-55.4%
-89.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.6% | -0.3% | -0.1% |
| 7D | -13.7% | -4.3% | -9.4% | -9.4% |
| 30D | -62.1% | -5.1% | -57.0% | -60.2% |
| 3M | -46.2% | +8.7% | -54.8% | -42.2% |
| 6M | -46.4% | -9.2% | -37.2% | -42.0% |
| YTD | -60.3% | -18.9% | -41.4% | -57.1% |
| 1Y | -79.7% | -25.6% | -54.0% | -77.2% |
| All | -79.7% | -24.3% | -55.4% | -77.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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