-91.7%
AMIX vs PPG
+33.0%
-124.7%
-93.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.0% | +0.4% | -20.4% | -20.5% |
| 7D | -8.1% | -1.2% | -6.9% | -6.6% |
| 30D | -52.3% | +21.2% | -73.5% | -63.4% |
| 3M | -83.8% | +8.2% | -92.0% | -85.4% |
| 6M | -79.0% | +17.2% | -96.1% | -81.9% |
| YTD | -87.2% | +25.0% | -112.2% | -86.0% |
| All | -91.7% | +33.0% | -124.7% | -88.9% |
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 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