-91.6%
AMIX vs PFGC
+12.5%
-104.0%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +13.5% | -16.5% | +4.9% |
| 7D | -25.1% | +13.9% | -39.0% | -18.7% |
| 30D | -54.5% | +18.4% | -72.9% | -49.2% |
| 3M | -91.7% | -2.5% | -89.2% | -92.1% |
| 6M | -79.4% | +26.0% | -105.5% | -80.1% |
| YTD | -86.1% | +21.9% | -107.9% | -86.4% |
| 1Y | -91.6% | +13.4% | -104.9% | -92.6% |
| All | -91.6% | +12.5% | -104.0% | -92.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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