-91.6%
AMIX vs CG
-21.8%
-69.7%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.7% |
| 7D | -16.0% | -1.2% | -14.8% | -15.6% |
| 30D | -55.4% | +5.0% | -60.5% | -58.8% |
| 3M | -87.5% | -18.2% | -69.3% | -84.4% |
| 6M | -81.2% | -20.7% | -60.5% | -75.0% |
| YTD | -86.8% | -31.4% | -55.4% | -82.0% |
| 1Y | -91.6% | -22.3% | -69.3% | -82.2% |
| All | -91.6% | -21.8% | -69.7% | -82.2% |
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