-91.1%
AMIX vs PEG
-5.8%
-85.3%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.4% | -0.3% | +2.1% |
| 7D | -9.9% | +4.5% | -14.4% | -7.3% |
| 30D | -52.8% | +7.5% | -60.3% | -50.2% |
| 3M | -80.0% | +0.8% | -80.9% | -80.2% |
| 6M | -80.2% | 0.0% | -80.3% | -81.1% |
| YTD | -88.1% | -3.0% | -85.1% | -89.0% |
| 1Y | -91.1% | -4.7% | -86.3% | -90.9% |
| All | -91.1% | -5.8% | -85.3% | -90.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 PEG 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