-99.9%
AMIX vs GWW
+71.2%
-171.1%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +1.7% | +7.1% | +10.9% |
| 7D | +11.4% | +5.5% | +5.9% | +18.8% |
| 30D | -40.5% | +14.4% | -54.9% | -29.7% |
| 3M | -80.1% | +13.7% | -93.8% | -76.6% |
| 6M | -74.8% | +20.1% | -94.9% | -73.0% |
| YTD | -84.0% | +47.1% | -131.1% | -85.1% |
| 1Y | -89.7% | +56.2% | -145.9% | -90.8% |
| All | -99.9% | +71.2% | -171.1% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 10y: compounded portfolio wealth divided by compounded GWW 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…
10y analysis · Full analysis span regression · 6 months rolling