-99.9%
AMIX vs IAG
+608.5%
-708.4%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.2% | -5.8% | -5.6% |
| 7D | -25.5% | +4.5% | -30.0% | -25.2% |
| 30D | -56.2% | -5.7% | -50.5% | -56.4% |
| 3M | -87.4% | +10.1% | -97.6% | -87.2% |
| 6M | -80.9% | +7.3% | -88.2% | -80.3% |
| YTD | -86.8% | +6.1% | -93.0% | -86.2% |
| 1Y | -91.3% | +46.8% | -138.1% | -90.4% |
| All | -99.9% | +608.5% | -708.4% | -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