-99.9%
AMIX vs SGI
+35.2%
-135.1%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -2.8% | -2.8% | -3.5% |
| 7D | -25.5% | +5.3% | -30.8% | -28.8% |
| 30D | -56.2% | +8.2% | -64.4% | -59.1% |
| 3M | -87.4% | -2.2% | -85.2% | -87.4% |
| 6M | -80.9% | -8.4% | -72.5% | -80.9% |
| YTD | -86.8% | -23.4% | -63.4% | -86.3% |
| 1Y | -91.3% | -14.0% | -77.4% | -91.3% |
| All | -99.9% | +35.2% | -135.1% | -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