-91.3%
AMIX vs CMS
-0.1%
-91.2%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.4% | -5.2% | -5.6% |
| 7D | -25.5% | +1.7% | -27.2% | -25.6% |
| 30D | -56.2% | +8.6% | -64.8% | -56.9% |
| 3M | -87.4% | -0.5% | -87.0% | -87.4% |
| 6M | -80.9% | -4.2% | -76.7% | -80.9% |
| YTD | -86.8% | +3.4% | -90.3% | -89.1% |
| 1Y | -91.3% | +0.4% | -91.8% | -91.7% |
| All | -91.3% | -0.1% | -91.2% | -91.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 CMS 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