+12.0%
CL vs AMIX
-99.9%
+111.9%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.9% | +0.5% | -1.5% |
| 7D | -2.2% | -13.7% | +11.5% | -2.1% |
| 30D | -4.8% | -62.1% | +57.2% | -4.4% |
| 3M | +4.9% | -46.2% | +51.1% | +3.2% |
| 6M | -5.7% | -46.4% | +40.7% | -7.3% |
| YTD | +14.4% | -60.3% | +74.6% | +12.5% |
| 1Y | +8.7% | -79.7% | +88.4% | +6.9% |
| All | +12.0% | -99.9% | +111.9% | +14.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AMIX.
Daily Out/Under-Performance
Portfolio return minus AMIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMIX 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 5y: compounded portfolio wealth divided by compounded AMIX 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…
5y analysis · Full analysis span regression · 6 months rolling