-99.8%
AMIX vs SGI
+39.2%
-139.0%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.5% | -2.4% | -2.3% |
| 7D | -13.7% | +8.5% | -22.3% | -19.6% |
| 30D | -62.1% | +0.7% | -62.7% | -62.6% |
| 3M | -46.2% | +0.6% | -46.8% | -47.4% |
| 6M | -46.4% | -17.9% | -28.5% | -45.4% |
| YTD | -60.3% | -21.2% | -39.1% | -59.1% |
| 1Y | -79.7% | -18.9% | -60.8% | -79.3% |
| All | -99.8% | +39.2% | -139.0% | -99.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling