-79.0%
AMIX vs ITW
+14.6%
-93.6%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.0% | +0.2% | -20.2% | -21.0% |
| 7D | -8.1% | -1.6% | -6.5% | -1.7% |
| 30D | -52.3% | +8.9% | -61.2% | -70.6% |
| 3M | -83.8% | -0.9% | -82.9% | -82.6% |
| 6M | -79.0% | +16.0% | -94.9% | -80.0% |
| All | -79.0% | +14.6% | -93.6% | -80.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling