+0.7%
CMG vs AMIX
-44.0%
+44.6%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AMIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.9% | +0.3% | -1.7% |
| 7D | -2.8% | -13.7% | +10.9% | -3.1% |
| 30D | +7.1% | -62.1% | +69.2% | +5.1% |
| 3M | +31.2% | -46.2% | +77.3% | +36.4% |
| 6M | +0.7% | -46.4% | +47.1% | +5.9% |
| All | +0.7% | -44.0% | +44.6% | +5.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling