-99.8%
AMIX vs CG
+25.9%
-125.7%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.6% | -0.3% | -1.0% |
| 7D | -13.7% | -4.3% | -9.4% | -11.6% |
| 30D | -62.1% | -5.1% | -57.0% | -61.1% |
| 3M | -46.2% | +8.7% | -54.8% | -45.6% |
| 6M | -46.4% | -9.2% | -37.2% | -44.0% |
| YTD | -60.3% | -18.9% | -41.4% | -57.5% |
| 1Y | -79.7% | -25.6% | -54.0% | -77.7% |
| All | -99.8% | +25.9% | -125.7% | -99.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling