-99.8%
AMIX vs AJG
+11.2%
-111.0%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.0% | +3.8% | +1.1% |
| 7D | -3.4% | -3.8% | +0.4% | -2.2% |
| 30D | -54.4% | +1.6% | -56.0% | -54.8% |
| 3M | -45.7% | +18.6% | -64.4% | -48.3% |
| 6M | -49.2% | +10.9% | -60.0% | -50.7% |
| YTD | -60.3% | -2.0% | -58.4% | -60.3% |
| 1Y | -81.4% | -14.9% | -66.4% | -80.4% |
| All | -99.8% | +11.2% | -111.0% | -99.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling