-91.6%
AMIX vs AWK
+20.7%
-112.2%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.2% | -5.2% | -6.0% |
| 7D | -25.1% | +7.0% | -32.2% | -32.7% |
| 30D | -54.5% | +17.0% | -71.6% | -65.1% |
| 3M | -91.7% | +12.4% | -104.1% | -93.4% |
| 6M | -79.4% | +19.6% | -99.0% | -83.6% |
| YTD | -86.1% | +17.0% | -103.1% | -88.6% |
| 1Y | -91.6% | +20.0% | -111.6% | -93.2% |
| All | -91.6% | +20.7% | -112.2% | -93.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AWK.
Daily Out/Under-Performance
Portfolio return minus AWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AWK 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 AWK 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