-91.6%
AMIX vs SPG
+31.7%
-123.2%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | +1.9% |
| 7D | -16.0% | +4.9% | -20.9% | -5.9% |
| 30D | -55.4% | +15.6% | -71.0% | -37.1% |
| 3M | -87.5% | +4.1% | -91.6% | -86.8% |
| 6M | -81.2% | +13.6% | -94.8% | -80.4% |
| YTD | -86.8% | +27.5% | -114.4% | -83.7% |
| 1Y | -91.6% | +32.2% | -123.8% | -87.3% |
| All | -91.6% | +31.7% | -123.2% | -87.3% |
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