-99.9%
AMIX vs CRS
+366.4%
-466.3%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.7% | +3.8% | +2.5% |
| 7D | -9.9% | +4.8% | -14.6% | -12.3% |
| 30D | -52.8% | -23.2% | -29.6% | -47.1% |
| 3M | -80.0% | -45.5% | -34.5% | -73.0% |
| 6M | -80.2% | -33.1% | -47.1% | -73.9% |
| YTD | -88.1% | -7.2% | -80.9% | -85.4% |
| 1Y | -91.1% | -10.0% | -81.0% | -88.9% |
| All | -99.9% | +366.4% | -466.3% | -99.9% |
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