-99.9%
AMIX vs CLBK
+31.3%
-131.2%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +0.3% | +8.6% | +8.7% |
| 7D | +11.4% | +2.9% | +8.6% | +10.6% |
| 30D | -40.5% | +5.4% | -45.9% | -41.5% |
| 3M | -80.1% | +5.8% | -85.8% | -80.6% |
| 6M | -74.8% | +28.9% | -103.7% | -76.8% |
| YTD | -84.0% | +61.8% | -145.8% | -86.2% |
| 1Y | -89.7% | +63.1% | -152.8% | -91.2% |
| All | -99.9% | +31.3% | -131.2% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling