-91.6%
AMIX vs CRL
+85.3%
-176.9%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -7.3% | +4.3% | -2.8% |
| 7D | -25.1% | -12.8% | -12.4% | -24.9% |
| 30D | -54.5% | +5.0% | -59.5% | -54.2% |
| 3M | -91.7% | +39.4% | -131.1% | -91.7% |
| 6M | -79.4% | +89.4% | -168.8% | -80.0% |
| YTD | -86.1% | +63.6% | -149.6% | -86.6% |
| 1Y | -91.6% | +83.5% | -175.0% | -90.6% |
| All | -91.6% | +85.3% | -176.9% | -90.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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