-99.9%
AMIX vs PPG
-8.6%
-91.4%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.5% |
| 7D | -16.0% | +2.4% | -18.4% | -18.0% |
| 30D | -55.4% | +16.5% | -71.9% | -60.7% |
| 3M | -87.5% | +5.1% | -92.6% | -88.1% |
| 6M | -81.2% | +11.1% | -92.3% | -82.5% |
| YTD | -86.8% | +21.7% | -108.5% | -88.0% |
| 1Y | -91.6% | +32.0% | -123.5% | -92.5% |
| All | -99.9% | -8.6% | -91.4% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling