-81.7%
AMIX vs CNI
+30.1%
-111.8%
-89.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | +0.5% |
| 7D | +1.6% | +0.9% | +0.7% | +0.8% |
| 30D | -50.8% | -2.1% | -48.7% | -50.0% |
| 3M | -46.3% | +1.8% | -48.1% | -43.8% |
| 6M | -49.9% | +14.8% | -64.7% | -46.6% |
| YTD | -60.4% | +25.4% | -85.8% | -56.9% |
| 1Y | -81.7% | +32.9% | -114.6% | -79.6% |
| All | -81.7% | +30.1% | -111.8% | -79.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 CNI 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