-99.9%
AMIX vs GWW
+67.2%
-167.1%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | -0.9% |
| 7D | -16.0% | +6.0% | -22.0% | -9.6% |
| 30D | -55.4% | +14.0% | -69.4% | -47.3% |
| 3M | -87.5% | +12.5% | -100.1% | -85.4% |
| 6M | -81.2% | +23.6% | -104.8% | -81.0% |
| YTD | -86.8% | +43.6% | -130.5% | -88.1% |
| 1Y | -91.6% | +52.5% | -144.1% | -92.7% |
| All | -99.9% | +67.2% | -167.1% | -100.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling