-99.9%
AMIX vs PENG
+128.8%
-228.7%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -9.1% | +6.1% | +0.1% |
| 7D | -25.1% | -20.5% | -4.6% | -19.1% |
| 30D | -54.5% | -20.4% | -34.2% | -51.8% |
| 3M | -91.7% | -16.4% | -75.3% | -91.5% |
| 6M | -79.4% | +49.2% | -128.7% | -79.7% |
| YTD | -86.1% | +147.2% | -233.2% | -86.8% |
| 1Y | -91.6% | +124.7% | -216.2% | -92.0% |
| All | -99.9% | +128.8% | -228.7% | -99.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling