-81.2%
AMIX vs CRS
-38.6%
-42.6%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | +0.4% |
| 7D | -16.0% | -1.7% | -14.3% | -14.0% |
| 30D | -55.4% | -28.8% | -26.6% | -14.8% |
| 3M | -87.5% | -50.0% | -37.5% | -21.1% |
| 6M | -81.2% | -39.2% | -42.0% | -7.8% |
| All | -81.2% | -38.6% | -42.6% | -7.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling