-99.9%
AMIX vs CRL
+57.6%
-157.5%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -2.1% | +11.0% | +8.9% |
| 7D | +11.4% | -1.7% | +13.2% | +11.5% |
| 30D | -40.5% | +14.6% | -55.1% | -40.7% |
| 3M | -80.1% | +24.8% | -104.9% | -80.2% |
| 6M | -74.8% | +94.7% | -169.5% | -75.6% |
| YTD | -84.0% | +73.4% | -157.3% | -84.5% |
| 1Y | -89.7% | +104.7% | -194.4% | -90.0% |
| All | -99.9% | +57.6% | -157.5% | -99.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling