+14.1%
SPGI vs AMIX
-100.0%
+114.1%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -20.0% | +20.4% | +0.4% |
| 7D | -1.4% | -8.1% | +6.7% | -1.4% |
| 30D | +15.3% | -52.3% | +67.5% | +15.3% |
| 3M | +16.5% | -83.8% | +100.3% | +16.5% |
| 6M | +19.8% | -79.0% | +98.8% | +20.2% |
| YTD | -3.2% | -87.2% | +83.9% | -2.6% |
| 1Y | +1.8% | -91.7% | +93.5% | +2.6% |
| All | +14.1% | -100.0% | +114.1% | +27.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AMIX.
Daily Out/Under-Performance
Portfolio return minus AMIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMIX 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 10y: compounded portfolio wealth divided by compounded AMIX 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…
10y analysis · Full analysis span regression · 6 months rolling