-89.7%
AMIX vs SPG
+33.1%
-122.8%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +0.6% | +8.2% | +10.2% |
| 7D | +11.4% | +5.6% | +5.9% | +25.0% |
| 30D | -40.5% | +17.6% | -58.1% | -14.1% |
| 3M | -80.1% | +7.5% | -87.5% | -77.5% |
| 6M | -74.8% | +18.5% | -93.4% | -72.3% |
| YTD | -84.0% | +30.9% | -114.9% | -79.5% |
| 1Y | -89.7% | +34.1% | -123.8% | -85.1% |
| All | -89.7% | +33.1% | -122.8% | -85.1% |
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