-91.7%
AMIX vs CRL
+101.9%
-193.6%
-93.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.0% | -0.9% | -19.1% | -20.0% |
| 7D | -8.1% | +5.0% | -13.1% | -8.1% |
| 30D | -52.3% | +13.5% | -65.8% | -51.8% |
| 3M | -83.8% | +21.5% | -105.3% | -83.5% |
| 6M | -79.0% | +103.4% | -182.4% | -78.9% |
| YTD | -87.2% | +71.8% | -159.0% | -87.3% |
| 1Y | -91.7% | +97.5% | -189.2% | -87.9% |
| All | -91.7% | +101.9% | -193.6% | -87.9% |
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 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