-99.8%
AMIX vs IAG
+729.1%
-828.9%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.2% | +0.3% | -2.2% |
| 7D | -13.7% | -0.5% | -13.2% | -13.7% |
| 30D | -62.1% | +28.9% | -91.0% | -60.7% |
| 3M | -46.2% | +19.1% | -65.3% | -43.9% |
| 6M | -46.4% | -10.3% | -36.2% | -45.2% |
| YTD | -60.3% | +24.2% | -84.5% | -57.8% |
| 1Y | -79.7% | +116.5% | -196.2% | -76.2% |
| All | -99.8% | +729.1% | -828.9% | -99.7% |
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