+71.2%
CME vs AMIX
-100.0%
+171.2%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.3% | +0.8% |
| 7D | +3.9% | -9.9% | +13.8% | +3.9% |
| 30D | +11.3% | -52.8% | +64.1% | +11.2% |
| 3M | +19.6% | -80.0% | +99.6% | +19.2% |
| 6M | +8.1% | -80.2% | +88.3% | +8.3% |
| YTD | +20.4% | -88.1% | +108.5% | +20.9% |
| 1Y | +16.5% | -91.1% | +107.6% | +17.1% |
| All | +71.2% | -100.0% | +171.2% | +71.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling