-99.9%
AMIX vs CLBK
+31.6%
-131.5%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.0% | +0.2% | -20.2% | -20.1% |
| 7D | -8.1% | +2.2% | -10.2% | -8.6% |
| 30D | -52.3% | +5.0% | -57.2% | -53.0% |
| 3M | -83.8% | +3.3% | -87.0% | -84.1% |
| 6M | -79.0% | +29.6% | -108.6% | -80.7% |
| YTD | -87.2% | +62.1% | -149.3% | -88.9% |
| 1Y | -91.7% | +64.3% | -156.0% | -92.9% |
| All | -99.9% | +31.6% | -131.5% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 10y: compounded portfolio wealth divided by compounded CLBK 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…
10y analysis · Full analysis span regression · 6 months rolling