+17.2%
CME vs AMIX
-92.5%
+109.7%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -8.4% | +8.3% | -0.2% |
| 7D | +2.7% | -10.9% | +13.5% | +2.7% |
| 30D | +13.5% | -55.0% | +68.5% | +13.1% |
| 3M | +20.9% | -82.0% | +102.9% | +20.2% |
| 6M | +11.5% | -80.4% | +92.0% | +10.8% |
| YTD | +19.5% | -88.3% | +107.7% | +17.9% |
| 1Y | +17.2% | -92.4% | +109.6% | +15.3% |
| All | +17.2% | -92.5% | +109.7% | +15.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling