-13.7%
CRM vs AMIX
-99.9%
+86.1%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.2% | -1.8% | -2.0% |
| 7D | -5.0% | +1.6% | -6.5% | -5.0% |
| 30D | +23.6% | -50.8% | +74.4% | +23.9% |
| 3M | +39.6% | -46.3% | +85.9% | +36.8% |
| 6M | +23.4% | -49.9% | +73.3% | +21.0% |
| YTD | -7.4% | -60.4% | +53.1% | -9.4% |
| 1Y | -2.3% | -81.7% | +79.4% | -4.7% |
| All | -13.7% | -99.9% | +86.1% | -18.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling