-99.9%
AMIX vs SGI
+21.0%
-121.0%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.9% | +0.9% |
| 7D | -9.9% | -5.3% | -4.6% | -6.3% |
| 30D | -52.8% | -2.1% | -50.7% | -52.7% |
| 3M | -80.0% | -8.2% | -71.9% | -79.1% |
| 6M | -80.2% | -4.6% | -75.7% | -79.3% |
| YTD | -88.1% | -31.5% | -56.7% | -86.6% |
| 1Y | -91.1% | -30.8% | -60.2% | -89.9% |
| All | -99.9% | +21.0% | -121.0% | -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