-90.5%
AMIX vs CNI
+35.8%
-126.4%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | +2.5% | +9.3% | +9.5% |
| 7D | +1.2% | +0.3% | +0.9% | +1.0% |
| 30D | -45.3% | +8.0% | -53.3% | -49.3% |
| 3M | -83.1% | +1.0% | -84.1% | -83.3% |
| 6M | -76.9% | +15.2% | -92.0% | -76.6% |
| YTD | -85.3% | +30.9% | -116.2% | -84.2% |
| All | -90.5% | +35.8% | -126.4% | -89.3% |
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