-91.6%
AMIX vs SPYG
+5.4%
-97.0%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -3.0% |
| 7D | -16.0% | -3.6% | -12.4% | -6.8% |
| 30D | -55.4% | -11.2% | -44.3% | -33.9% |
| 3M | -87.5% | -8.1% | -79.4% | -84.1% |
| 6M | -81.2% | -3.3% | -77.9% | -76.0% |
| YTD | -86.8% | +5.5% | -92.4% | -84.5% |
| 1Y | -91.6% | +7.0% | -98.5% | -90.2% |
| All | -91.6% | +5.4% | -97.0% | -90.2% |
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