-91.6%
AMIX vs CP
+32.2%
-123.7%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.7% | -0.7% |
| 7D | -16.0% | +2.8% | -18.8% | -14.9% |
| 30D | -55.4% | +10.2% | -65.6% | -53.6% |
| 3M | -87.5% | +2.4% | -89.9% | -87.3% |
| 6M | -81.2% | +7.7% | -88.9% | -80.5% |
| YTD | -86.8% | +26.0% | -112.8% | -86.0% |
| 1Y | -91.6% | +34.6% | -126.2% | -89.9% |
| All | -91.6% | +32.2% | -123.7% | -89.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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