-89.7%
AMIX vs CLBK
+63.3%
-153.0%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -0.2% | +9.0% | +8.8% |
| 7D | +11.4% | +2.4% | +9.0% | +11.7% |
| 30D | -40.5% | +4.9% | -45.4% | -40.1% |
| 3M | -80.1% | +5.3% | -85.4% | -80.0% |
| 6M | -74.8% | +28.3% | -103.2% | -72.6% |
| YTD | -84.0% | +61.1% | -145.1% | -78.3% |
| 1Y | -89.7% | +62.4% | -152.1% | -83.1% |
| All | -89.7% | +63.3% | -153.0% | -83.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling