-46.4%
AMIX vs SGI
-19.0%
-27.4%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.5% | -2.4% | -2.9% |
| 7D | -13.7% | +8.5% | -22.3% | -28.0% |
| 30D | -62.1% | +0.7% | -62.7% | -63.6% |
| 3M | -46.2% | +0.6% | -46.8% | -50.4% |
| 6M | -46.4% | -17.9% | -28.5% | -52.9% |
| All | -46.4% | -19.0% | -27.4% | -52.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling