-22.9%
CRM vs AMIX
-100.0%
+77.1%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | +0.1% |
| 7D | +2.0% | -9.9% | +11.8% | +2.0% |
| 30D | -7.7% | -52.8% | +45.1% | -7.4% |
| 3M | +8.4% | -80.0% | +88.4% | +9.0% |
| 6M | +31.9% | -80.2% | +112.2% | +29.9% |
| YTD | -17.2% | -88.1% | +70.9% | -18.7% |
| 1Y | -8.6% | -91.1% | +82.4% | -10.3% |
| All | -22.9% | -100.0% | +77.1% | -27.1% |
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