-91.6%
AMIX vs SPG
+34.3%
-125.8%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.9% | -5.9% | +3.6% |
| 7D | -25.1% | +8.2% | -33.3% | -9.5% |
| 30D | -54.5% | +13.5% | -68.0% | -38.9% |
| 3M | -91.7% | +2.2% | -94.0% | -91.8% |
| 6M | -79.4% | +15.9% | -95.3% | -78.3% |
| YTD | -86.1% | +27.6% | -113.7% | -82.8% |
| 1Y | -91.6% | +30.9% | -122.5% | -88.2% |
| All | -91.6% | +34.3% | -125.8% | -88.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 1y: compounded portfolio wealth divided by compounded SPG 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…
1y analysis · Full analysis span regression · 6 months rolling