-79.7%
AMIX vs PFG
+51.4%
-131.0%
-89.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.5% | -0.4% | -2.2% |
| 7D | -13.7% | +5.5% | -19.2% | -12.9% |
| 30D | -62.1% | +2.4% | -64.4% | -62.0% |
| 3M | -46.2% | +13.6% | -59.7% | -44.5% |
| 6M | -46.4% | +27.9% | -74.3% | -42.2% |
| YTD | -60.3% | +35.6% | -95.8% | -53.8% |
| 1Y | -79.7% | +48.5% | -128.1% | -72.5% |
| All | -79.7% | +51.4% | -131.0% | -72.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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