-99.8%
AMIX vs PPG
-18.0%
-81.8%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.5% | +2.3% | +1.7% |
| 7D | -3.4% | 0.0% | -3.4% | -3.6% |
| 30D | -54.4% | -7.8% | -46.6% | -51.2% |
| 3M | -45.7% | -2.2% | -43.6% | -44.3% |
| 6M | -49.2% | +4.1% | -53.3% | -48.7% |
| YTD | -60.3% | +9.1% | -69.4% | -60.4% |
| 1Y | -81.4% | +1.0% | -82.3% | -80.9% |
| All | -99.8% | -18.0% | -81.8% | -99.8% |
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