-99.9%
AMIX vs AWK
+29.3%
-129.3%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.4% | -0.3% | +0.3% |
| 7D | -9.9% | +0.1% | -10.0% | -9.9% |
| 30D | -52.8% | +14.3% | -67.0% | -56.7% |
| 3M | -80.0% | +10.3% | -90.3% | -81.3% |
| 6M | -80.2% | +18.9% | -99.2% | -81.9% |
| YTD | -88.1% | +17.7% | -105.9% | -89.1% |
| 1Y | -91.1% | +16.9% | -107.9% | -91.8% |
| All | -99.9% | +29.3% | -129.3% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling