-90.5%
AMIX vs AWK
+18.2%
-108.7%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | -0.7% | +12.6% | +12.9% |
| 7D | +1.2% | +1.2% | 0.0% | -1.2% |
| 30D | -45.3% | +15.8% | -61.1% | -58.2% |
| 3M | -83.1% | +11.0% | -94.1% | -86.3% |
| 6M | -76.9% | +21.0% | -97.9% | -82.1% |
| YTD | -85.3% | +16.7% | -102.0% | -88.2% |
| All | -90.5% | +18.2% | -108.7% | -92.8% |
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