-81.4%
AMIX vs PPG
+2.7%
-84.0%
-89.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.5% | +2.3% | +2.9% |
| 7D | -3.4% | 0.0% | -3.4% | -3.7% |
| 30D | -54.4% | -7.8% | -46.6% | -49.2% |
| 3M | -45.7% | -2.2% | -43.6% | -43.0% |
| 6M | -49.2% | +4.1% | -53.3% | -47.2% |
| YTD | -60.3% | +9.1% | -69.4% | -56.3% |
| 1Y | -81.4% | +1.0% | -82.3% | -78.2% |
| All | -81.4% | +2.7% | -84.0% | -78.2% |
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