-91.6%
AMIX vs PPG
+38.5%
-130.0%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +5.0% | -8.0% | -8.7% |
| 7D | -25.1% | +7.5% | -32.6% | -32.1% |
| 30D | -54.5% | +20.9% | -75.4% | -64.7% |
| 3M | -91.7% | +8.7% | -100.5% | -92.7% |
| 6M | -79.4% | +23.8% | -103.3% | -82.3% |
| YTD | -86.1% | +26.5% | -112.6% | -84.8% |
| 1Y | -91.6% | +37.6% | -129.2% | -86.6% |
| All | -91.6% | +38.5% | -130.0% | -86.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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