-91.6%
AMIX vs SPYG
+10.8%
-102.4%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.3% | -4.3% | -7.4% |
| 7D | -25.1% | -2.8% | -22.3% | -17.0% |
| 30D | -54.5% | -6.2% | -48.3% | -43.3% |
| 3M | -91.7% | -3.6% | -88.2% | -90.9% |
| 6M | -79.4% | +4.8% | -84.2% | -78.1% |
| YTD | -86.1% | +11.0% | -97.0% | -85.9% |
| 1Y | -91.6% | +11.2% | -102.8% | -91.5% |
| All | -91.6% | +10.8% | -102.4% | -91.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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