-99.9%
AMIX vs AWK
+31.0%
-130.9%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.9% | -7.5% | -6.6% |
| 7D | -25.5% | +7.2% | -32.7% | -28.7% |
| 30D | -56.2% | +19.0% | -75.2% | -60.9% |
| 3M | -87.4% | +14.4% | -101.8% | -88.5% |
| 6M | -80.9% | +22.6% | -103.5% | -82.7% |
| YTD | -86.8% | +19.2% | -106.1% | -88.0% |
| 1Y | -91.3% | +19.6% | -110.9% | -92.1% |
| All | -99.9% | +31.0% | -130.9% | -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