-99.8%
AMIX vs CRS
+633.1%
-732.9%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.5% | +3.3% | +1.7% |
| 7D | -3.4% | -3.1% | -0.3% | -1.7% |
| 30D | -54.4% | -19.6% | -34.8% | -48.5% |
| 3M | -45.7% | -8.1% | -37.7% | -40.7% |
| 6M | -49.2% | +18.6% | -67.7% | -47.3% |
| YTD | -60.3% | +45.9% | -106.2% | -60.6% |
| 1Y | -81.4% | +82.5% | -163.8% | -82.4% |
| All | -99.8% | +633.1% | -732.9% | -99.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling