-91.6%
AMIX vs AJG
+19.3%
-110.9%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +5.5% | -8.5% | -4.0% |
| 7D | -25.1% | +10.7% | -35.9% | -26.9% |
| 30D | -54.5% | +26.9% | -81.4% | -57.4% |
| 3M | -91.7% | +16.6% | -108.3% | -92.1% |
| 6M | -79.4% | +40.1% | -119.6% | -80.9% |
| YTD | -86.1% | +12.4% | -98.5% | -86.6% |
| 1Y | -91.6% | +15.9% | -107.5% | -92.0% |
| All | -91.6% | +19.3% | -110.9% | -92.0% |
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