-99.8%
AMIX vs ITW
+8.9%
-108.7%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | +0.3% |
| 7D | -3.4% | -0.4% | -2.9% | -2.9% |
| 30D | -54.4% | -9.4% | -45.0% | -49.9% |
| 3M | -45.7% | +7.1% | -52.9% | -41.8% |
| 6M | -49.2% | -1.9% | -47.3% | -45.3% |
| YTD | -60.3% | +10.4% | -70.8% | -57.6% |
| 1Y | -81.4% | +3.3% | -84.7% | -79.7% |
| All | -99.8% | +8.9% | -108.7% | -99.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 ITW 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