-89.7%
AMIX vs SGI
-30.7%
-59.0%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -5.3% | +14.1% | +15.3% |
| 7D | +11.4% | -3.9% | +15.4% | +14.7% |
| 30D | -40.5% | +0.9% | -41.5% | -43.6% |
| 3M | -80.1% | -2.9% | -77.2% | -80.5% |
| 6M | -74.8% | -9.0% | -65.9% | -73.9% |
| YTD | -84.0% | -29.2% | -54.8% | -82.6% |
| 1Y | -89.7% | -32.3% | -57.5% | -89.1% |
| All | -89.7% | -30.7% | -59.0% | -89.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 SGI 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