-26.6%
CMG vs AMIX
-100.0%
+73.3%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.8% | +0.3% |
| 7D | +2.5% | -9.9% | +12.3% | +2.3% |
| 30D | +15.6% | -52.8% | +68.4% | +14.0% |
| 3M | +8.2% | -80.0% | +88.2% | +5.1% |
| 6M | +9.9% | -80.2% | +90.1% | +14.1% |
| YTD | -4.6% | -88.1% | +83.5% | -1.6% |
| 1Y | +12.4% | -91.1% | +103.5% | +15.9% |
| All | -26.6% | -100.0% | +73.3% | -19.8% |
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