-23.8%
CMG vs AMIX
-100.0%
+76.1%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -20.0% | +22.0% | +1.6% |
| 7D | +4.1% | -8.1% | +12.2% | +4.0% |
| 30D | +20.5% | -52.3% | +72.8% | +18.9% |
| 3M | +14.5% | -83.8% | +98.3% | +10.8% |
| 6M | +14.8% | -79.0% | +93.7% | +19.4% |
| YTD | -1.0% | -87.2% | +86.2% | +2.4% |
| 1Y | +22.9% | -91.7% | +114.6% | +26.7% |
| All | -23.8% | -100.0% | +76.1% | -16.5% |
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