-91.6%
AMIX vs PEGA
-44.4%
-47.1%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | 0.0% | -3.0% | -3.0% |
| 7D | -25.1% | -2.9% | -22.3% | -24.1% |
| 30D | -54.5% | -0.5% | -54.0% | -54.7% |
| 3M | -91.7% | +8.5% | -100.2% | -92.4% |
| 6M | -79.4% | -6.3% | -73.2% | -80.2% |
| YTD | -86.1% | -42.2% | -43.9% | -87.6% |
| 1Y | -91.6% | -43.4% | -48.1% | -93.1% |
| All | -91.6% | -44.4% | -47.1% | -93.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PEGA.
Daily Out/Under-Performance
Portfolio return minus PEGA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEGA 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 PEGA 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