-99.9%
AMIX vs PPG
-6.4%
-93.5%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | +2.4% | +9.4% | +10.1% |
| 7D | +1.2% | +0.3% | +0.9% | +0.9% |
| 30D | -45.3% | +20.5% | -65.9% | -52.9% |
| 3M | -83.1% | +5.3% | -88.4% | -83.7% |
| 6M | -76.9% | +15.8% | -92.7% | -78.9% |
| YTD | -85.3% | +24.6% | -109.9% | -86.8% |
| 1Y | -89.8% | +33.6% | -123.4% | -91.1% |
| All | -99.9% | -6.4% | -93.5% | -99.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling