-2.3%
CMI vs AMIX
-90.1%
+87.8%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +11.8% | -8.2% | +3.7% |
| 7D | -6.8% | +1.2% | -8.0% | -6.8% |
| 30D | -10.9% | -45.3% | +34.5% | -11.2% |
| 3M | -27.3% | -83.1% | +55.7% | -28.1% |
| 6M | -30.9% | -76.9% | +46.0% | -28.5% |
| YTD | -7.7% | -85.3% | +77.6% | -5.3% |
| All | -2.3% | -90.1% | +87.8% | -0.5% |
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