-79.7%
AMIX vs CRS
+102.1%
-181.7%
-89.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.7% | -3.6% | -3.6% |
| 7D | -13.7% | -0.2% | -13.5% | -13.5% |
| 30D | -62.1% | -16.6% | -45.4% | -54.4% |
| 3M | -46.2% | -3.5% | -42.7% | -38.0% |
| 6M | -46.4% | +15.4% | -61.9% | -40.8% |
| YTD | -60.3% | +51.2% | -111.5% | -58.4% |
| 1Y | -79.7% | +98.3% | -178.0% | -80.3% |
| All | -79.7% | +102.1% | -181.7% | -80.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 CRS 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