-99.9%
AMIX vs IAG
+659.5%
-759.4%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +7.2% | -7.2% | +0.6% |
| 7D | -16.0% | +21.4% | -37.4% | -14.6% |
| 30D | -55.4% | +4.0% | -59.5% | -55.3% |
| 3M | -87.5% | +17.0% | -104.5% | -87.2% |
| 6M | -81.2% | +1.4% | -82.6% | -80.7% |
| YTD | -86.8% | +13.8% | -100.6% | -86.1% |
| 1Y | -91.6% | +55.8% | -147.4% | -90.7% |
| All | -99.9% | +659.5% | -759.4% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 3y: compounded portfolio wealth divided by compounded IAG 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…
3y analysis · Full analysis span regression · 6 months rolling