-46.4%
AMIX vs AG
-27.7%
-18.8%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.0% | 0.0% | -0.5% |
| 7D | -13.7% | +1.0% | -14.7% | -14.7% |
| 30D | -62.1% | +19.2% | -81.2% | -68.4% |
| 3M | -46.2% | +6.2% | -52.3% | -59.8% |
| 6M | -46.4% | -26.7% | -19.7% | -62.5% |
| All | -46.4% | -27.7% | -18.8% | -62.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 6mo: compounded portfolio wealth divided by compounded AG 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…
6mo analysis · Full analysis span regression · 6 months rolling