-3.6%
CMI vs AMIX
-92.5%
+88.9%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -8.4% | +6.7% | -1.7% |
| 7D | +1.5% | -10.9% | +12.4% | +1.5% |
| 30D | -14.0% | -55.0% | +41.0% | -14.3% |
| 3M | -28.3% | -82.0% | +53.7% | -29.0% |
| 6M | -34.9% | -80.4% | +45.5% | -32.7% |
| YTD | -9.9% | -88.3% | +78.4% | -7.7% |
| 1Y | -3.6% | -92.4% | +88.7% | -1.8% |
| All | -3.6% | -92.5% | +88.9% | -1.8% |
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 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