-28.4%
CMG vs AMIX
-100.0%
+71.5%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | 0.0% | -2.7% | -2.7% |
| 7D | +8.0% | -16.0% | +24.0% | +7.6% |
| 30D | +11.9% | -55.4% | +67.3% | +10.2% |
| 3M | +2.1% | -87.5% | +89.6% | -1.7% |
| 6M | +5.2% | -81.2% | +86.4% | +9.2% |
| YTD | -6.9% | -86.8% | +79.9% | -3.8% |
| 1Y | +12.7% | -91.6% | +104.2% | +16.1% |
| All | -28.4% | -100.0% | +71.5% | -21.6% |
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 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