+6.5%
SPGI vs AMIX
-99.9%
+106.4%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.9% | +0.4% | -1.6% |
| 7D | +0.1% | -13.7% | +13.9% | +0.1% |
| 30D | +8.4% | -62.1% | +70.5% | +8.4% |
| 3M | +11.8% | -46.2% | +58.0% | +12.4% |
| 6M | +5.7% | -46.4% | +52.1% | +6.2% |
| YTD | -9.7% | -60.3% | +50.6% | -9.1% |
| 1Y | -12.5% | -79.7% | +67.2% | -11.5% |
| All | +6.5% | -99.9% | +106.4% | +19.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling