-6.8%
CMG vs AMIX
-80.5%
+73.7%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | -1.5% | -3.4% | +1.9% | -1.5% |
| 30D | +12.7% | -54.4% | +67.1% | +11.1% |
| 3M | +26.3% | -45.7% | +72.0% | +33.3% |
| 6M | +4.5% | -49.2% | +53.7% | +10.3% |
| YTD | -0.1% | -60.3% | +60.2% | +4.5% |
| 1Y | -6.8% | -81.4% | +74.6% | +1.6% |
| All | -6.8% | -80.5% | +73.7% | +1.6% |
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