-12.0%
CRM vs AMIX
-99.9%
+87.9%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.2% | -3.7% | -3.9% |
| 7D | -3.5% | -3.4% | -0.1% | -3.5% |
| 30D | +29.3% | -54.4% | +83.6% | +29.6% |
| 3M | +36.8% | -45.7% | +82.6% | +34.1% |
| 6M | +23.9% | -49.2% | +73.0% | +21.4% |
| YTD | -5.5% | -60.3% | +54.9% | -7.5% |
| 1Y | -0.4% | -81.4% | +80.9% | -2.8% |
| All | -12.0% | -99.9% | +87.9% | -17.1% |
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