-99.8%
AMIX vs CRBG
+48.4%
-148.2%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.3% |
| 7D | +1.6% | +0.8% | +0.7% | +1.3% |
| 30D | -50.8% | -1.9% | -48.9% | -50.5% |
| 3M | -46.3% | +23.6% | -69.9% | -51.3% |
| 6M | -49.9% | +36.5% | -86.4% | -56.1% |
| YTD | -60.4% | +14.3% | -74.7% | -63.3% |
| 1Y | -81.7% | +4.8% | -86.5% | -82.4% |
| All | -99.8% | +48.4% | -148.2% | -99.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CRBG.
Daily Out/Under-Performance
Portfolio return minus CRBG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRBG 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 all: compounded portfolio wealth divided by compounded CRBG 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…
all analysis · Full analysis span regression · 6 months rolling