-91.7%
AMIX vs CRS
-6.4%
-85.3%
-93.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.0% | +2.5% | -22.5% | -22.7% |
| 7D | -8.1% | +4.4% | -12.4% | -13.0% |
| 30D | -52.3% | -19.1% | -33.1% | -42.6% |
| 3M | -83.8% | -43.2% | -40.5% | -68.0% |
| 6M | -79.0% | -28.9% | -50.1% | -59.3% |
| YTD | -87.2% | -3.0% | -84.2% | -76.3% |
| 1Y | -91.7% | -5.3% | -86.4% | -84.5% |
| All | -91.7% | -6.4% | -85.3% | -84.5% |
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