-89.7%
AMIX vs CG
-19.2%
-70.6%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -1.4% | +10.3% | +10.4% |
| 7D | +11.4% | +2.0% | +9.5% | +8.6% |
| 30D | -40.5% | +8.5% | -49.1% | -46.7% |
| 3M | -80.1% | -12.1% | -67.9% | -77.3% |
| 6M | -74.8% | -16.4% | -58.4% | -68.4% |
| YTD | -84.0% | -28.0% | -56.0% | -79.3% |
| 1Y | -89.7% | -18.9% | -70.8% | -80.4% |
| All | -89.7% | -19.2% | -70.6% | -80.4% |
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