-79.7%
AMIX vs PENG
+118.5%
-198.2%
-89.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +6.4% | -8.4% | -6.0% |
| 7D | -13.7% | +4.5% | -18.3% | -16.3% |
| 30D | -62.1% | -7.1% | -55.0% | -61.2% |
| 3M | -46.2% | -27.3% | -18.9% | -40.3% |
| 6M | -46.4% | +169.6% | -216.0% | -53.4% |
| YTD | -60.3% | +164.6% | -224.9% | -65.5% |
| 1Y | -79.7% | +109.5% | -189.1% | -81.5% |
| All | -79.7% | +118.5% | -198.2% | -81.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 PENG 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