-99.9%
AMIX vs CMS
+35.7%
-135.7%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.0% | -0.2% | -19.8% | -20.0% |
| 7D | -8.1% | -1.1% | -7.0% | -7.9% |
| 30D | -52.3% | +6.6% | -58.8% | -52.7% |
| 3M | -83.8% | +0.8% | -84.6% | -83.8% |
| 6M | -79.0% | -3.3% | -75.6% | -79.0% |
| YTD | -87.2% | +2.7% | -89.9% | -87.5% |
| 1Y | -91.7% | -4.0% | -87.7% | -91.7% |
| All | -99.9% | +35.7% | -135.7% | -99.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling