-79.7%
AMIX vs AWK
+1.8%
-81.5%
-89.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.1% | -1.8% | -1.7% |
| 7D | -13.7% | +1.7% | -15.5% | -15.8% |
| 30D | -62.1% | +5.6% | -67.6% | -65.4% |
| 3M | -46.2% | +15.9% | -62.0% | -50.8% |
| 6M | -46.4% | +4.6% | -51.0% | -51.2% |
| YTD | -60.3% | +10.1% | -70.3% | -63.2% |
| 1Y | -79.7% | +2.1% | -81.8% | -81.4% |
| All | -79.7% | +1.8% | -81.5% | -81.4% |
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