-99.9%
AMIX vs SPG
+82.3%
-182.3%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.9% | -4.7% | -5.8% |
| 7D | -25.5% | +5.0% | -30.5% | -24.4% |
| 30D | -56.2% | +12.3% | -68.5% | -54.7% |
| 3M | -87.4% | +1.9% | -89.3% | -87.4% |
| 6M | -80.9% | +14.4% | -95.3% | -81.6% |
| YTD | -86.8% | +26.5% | -113.3% | -87.7% |
| 1Y | -91.3% | +30.7% | -122.0% | -92.0% |
| All | -99.9% | +82.3% | -182.3% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling