-99.9%
AMIX vs GWW
+74.7%
-174.6%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.4% | +1.1% | -9.5% | -7.1% |
| 7D | -10.9% | +3.7% | -14.6% | -6.7% |
| 30D | -55.0% | +13.6% | -68.6% | -47.1% |
| 3M | -82.0% | +15.4% | -97.4% | -78.4% |
| 6M | -80.4% | +21.8% | -102.2% | -78.4% |
| YTD | -88.3% | +50.0% | -138.3% | -88.8% |
| 1Y | -92.4% | +60.2% | -152.6% | -93.0% |
| All | -99.9% | +74.7% | -174.6% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling