-99.9%
AMIX vs PPG
-8.0%
-91.9%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.4% | -2.1% | -6.3% | -6.9% |
| 7D | -10.9% | -0.2% | -10.7% | -10.6% |
| 30D | -55.0% | +17.7% | -72.7% | -60.5% |
| 3M | -82.0% | +7.4% | -89.4% | -83.1% |
| 6M | -80.4% | +16.4% | -96.9% | -82.0% |
| YTD | -88.3% | +22.4% | -110.6% | -89.4% |
| 1Y | -92.4% | +28.6% | -121.0% | -93.2% |
| All | -99.9% | -8.0% | -91.9% | -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