-99.9%
AMIX vs SPG
+88.7%
-188.6%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +0.6% | +8.2% | +9.0% |
| 7D | +11.4% | +5.6% | +5.9% | +13.1% |
| 30D | -40.5% | +17.6% | -58.1% | -37.8% |
| 3M | -80.1% | +7.5% | -87.5% | -79.7% |
| 6M | -74.8% | +18.5% | -93.4% | -75.5% |
| YTD | -84.0% | +30.9% | -114.9% | -84.9% |
| 1Y | -89.7% | +34.1% | -123.8% | -90.4% |
| All | -99.9% | +88.7% | -188.6% | -99.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling