-99.9%
AMIX vs CRS
+375.7%
-475.6%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -2.6% | +11.4% | +10.2% |
| 7D | +11.4% | +0.2% | +11.2% | +11.4% |
| 30D | -40.5% | -22.9% | -17.6% | -33.2% |
| 3M | -80.1% | -46.8% | -33.2% | -72.6% |
| 6M | -74.8% | -30.4% | -44.4% | -67.2% |
| YTD | -84.0% | -5.4% | -78.6% | -80.4% |
| 1Y | -89.7% | -9.0% | -80.7% | -87.3% |
| All | -99.9% | +375.7% | -475.6% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling