-99.8%
AMIX vs PLUG
-36.5%
-63.2%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.8% | -4.8% | -2.2% |
| 7D | -13.7% | -0.9% | -12.8% | -13.6% |
| 30D | -62.1% | +3.3% | -65.4% | -62.2% |
| 3M | -46.2% | -39.7% | -6.4% | -45.3% |
| 6M | -46.4% | -12.5% | -33.9% | -46.0% |
| YTD | -60.3% | +10.2% | -70.4% | -60.1% |
| 1Y | -79.7% | +50.7% | -130.4% | -79.3% |
| All | -99.8% | -36.5% | -63.2% | -99.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PLUG.
Daily Out/Under-Performance
Portfolio return minus PLUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLUG 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 10y: compounded portfolio wealth divided by compounded PLUG 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…
10y analysis · Full analysis span regression · 6 months rolling