-91.6%
AMIX vs PEGA
-45.2%
-46.4%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.5% | +3.5% | +1.6% |
| 7D | -16.0% | -4.5% | -11.5% | -14.3% |
| 30D | -55.4% | -5.7% | -49.7% | -54.5% |
| 3M | -87.5% | +2.6% | -90.1% | -88.1% |
| 6M | -81.2% | -10.6% | -70.6% | -81.4% |
| YTD | -86.8% | -45.5% | -41.4% | -88.1% |
| 1Y | -91.6% | -44.8% | -46.8% | -92.2% |
| All | -91.6% | -45.2% | -46.4% | -92.2% |
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