-99.9%
AMIX vs CRL
+53.8%
-153.8%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +7.8% | -7.8% | -0.3% |
| 7D | -16.0% | -6.1% | -9.9% | -15.8% |
| 30D | -55.4% | +12.4% | -67.8% | -55.5% |
| 3M | -87.5% | +27.1% | -114.6% | -87.6% |
| 6M | -81.2% | +85.7% | -166.9% | -81.7% |
| YTD | -86.8% | +69.2% | -156.0% | -87.2% |
| 1Y | -91.6% | +97.5% | -189.1% | -91.8% |
| All | -99.9% | +53.8% | -153.8% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling