-99.9%
AMIX vs ITW
+17.3%
-117.2%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.8% | +0.9% |
| 7D | -9.9% | +2.3% | -12.2% | -11.5% |
| 30D | -52.8% | +6.7% | -59.5% | -55.5% |
| 3M | -80.0% | -0.5% | -79.5% | -80.0% |
| 6M | -80.2% | +16.4% | -96.6% | -80.3% |
| YTD | -88.1% | +19.0% | -107.1% | -88.2% |
| 1Y | -91.1% | +20.2% | -111.3% | -91.1% |
| All | -99.9% | +17.3% | -117.2% | -99.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling