-79.7%
AMIX vs AJG
-12.9%
-66.8%
-89.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.5% | -0.4% | -1.5% |
| 7D | -13.7% | -1.8% | -11.9% | -13.2% |
| 30D | -62.1% | +4.6% | -66.7% | -62.6% |
| 3M | -46.2% | +24.9% | -71.1% | -47.8% |
| 6M | -46.4% | +17.2% | -63.6% | -48.0% |
| YTD | -60.3% | +2.2% | -62.4% | -61.7% |
| 1Y | -79.7% | -11.5% | -68.2% | -80.3% |
| All | -79.7% | -12.9% | -66.8% | -80.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AJG.
Daily Out/Under-Performance
Portfolio return minus AJG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AJG 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 AJG 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