-91.6%
AMIX vs CMS
-1.6%
-90.0%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.1% | +0.2% |
| 7D | -16.0% | -1.3% | -14.7% | -15.9% |
| 30D | -55.4% | +6.3% | -61.7% | -56.0% |
| 3M | -87.5% | -2.1% | -85.5% | -87.4% |
| 6M | -81.2% | -5.1% | -76.1% | -81.3% |
| YTD | -86.8% | +1.3% | -88.1% | -89.1% |
| 1Y | -91.6% | -1.4% | -90.2% | -92.1% |
| All | -91.6% | -1.6% | -90.0% | -92.1% |
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