-99.9%
AMIX vs AWK
+29.2%
-129.1%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.4% | +0.8% |
| 7D | -16.0% | +4.1% | -20.1% | -18.2% |
| 30D | -55.4% | +18.0% | -73.4% | -60.0% |
| 3M | -87.5% | +12.2% | -99.7% | -88.5% |
| 6M | -81.2% | +21.2% | -102.4% | -82.9% |
| YTD | -86.8% | +17.6% | -104.4% | -87.9% |
| 1Y | -91.6% | +19.2% | -110.8% | -92.3% |
| All | -99.9% | +29.2% | -129.1% | -99.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling