+64.0%
CME vs AMIX
-99.9%
+163.9%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +11.8% | -12.3% | -0.4% |
| 7D | -0.6% | +1.2% | -1.8% | -0.6% |
| 30D | +8.5% | -45.3% | +53.9% | +8.4% |
| 3M | +16.0% | -83.1% | +99.1% | +15.7% |
| 6M | +9.3% | -76.9% | +86.2% | +9.7% |
| YTD | +15.3% | -85.3% | +100.6% | +15.9% |
| 1Y | +14.4% | -89.8% | +104.2% | +15.1% |
| All | +64.0% | -99.9% | +163.9% | +64.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling