+65.5%
CME vs AMIX
-100.0%
+165.4%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.6% | +5.3% | -0.3% |
| 7D | +3.7% | -25.5% | +29.1% | +3.6% |
| 30D | +13.7% | -56.2% | +69.9% | +13.5% |
| 3M | +16.6% | -87.4% | +104.0% | +16.2% |
| 6M | +8.2% | -80.9% | +89.1% | +8.5% |
| YTD | +16.3% | -86.8% | +103.2% | +16.9% |
| 1Y | +19.1% | -91.3% | +110.4% | +19.8% |
| All | +65.5% | -100.0% | +165.4% | +65.7% |
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 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