-99.9%
AMIX vs SGI
+27.8%
-127.8%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.5% | +5.5% | +4.1% |
| 7D | -16.0% | +1.0% | -17.0% | -17.5% |
| 30D | -55.4% | +3.9% | -59.3% | -57.3% |
| 3M | -87.5% | -0.8% | -86.7% | -87.7% |
| 6M | -81.2% | -18.0% | -63.2% | -80.2% |
| YTD | -86.8% | -27.6% | -59.2% | -85.7% |
| 1Y | -91.6% | -27.2% | -64.3% | -90.9% |
| All | -99.9% | +27.8% | -127.8% | -99.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling