-79.4%
AMIX vs CMS
-4.6%
-74.9%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.4% | -4.4% | -2.6% |
| 7D | -25.1% | +4.1% | -29.2% | -24.4% |
| 30D | -54.5% | +10.9% | -65.4% | -54.0% |
| 3M | -91.7% | -0.2% | -91.5% | -91.6% |
| 6M | -79.4% | -4.7% | -74.7% | -80.4% |
| All | -79.4% | -4.6% | -74.9% | -80.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling