-80.9%
AMIX vs PENG
+10.2%
-91.2%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -23.0% | +17.4% | +9.5% |
| 7D | -25.5% | -36.7% | +11.2% | -1.9% |
| 30D | -56.2% | -42.0% | -14.2% | -41.4% |
| 3M | -87.4% | -33.2% | -54.2% | -86.0% |
| 6M | -80.9% | +2.1% | -83.0% | -75.4% |
| All | -80.9% | +10.2% | -91.2% | -75.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling