-92.4%
AMIX vs PFGC
+13.9%
-106.2%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.4% | -1.1% | -7.3% | -9.0% |
| 7D | -10.9% | +0.3% | -11.1% | -11.0% |
| 30D | -55.0% | +16.1% | -71.1% | -50.7% |
| 3M | -82.0% | +2.4% | -84.4% | -82.1% |
| 6M | -80.4% | +15.7% | -96.2% | -81.4% |
| YTD | -88.3% | +22.3% | -110.6% | -88.8% |
| 1Y | -92.4% | +13.9% | -106.2% | -93.3% |
| All | -92.4% | +13.9% | -106.2% | -93.3% |
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