-99.9%
AMIX vs IWD
+63.4%
-163.4%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -2.6% | -3.0% | -1.7% |
| 7D | -25.5% | -0.9% | -24.6% | -24.5% |
| 30D | -56.2% | +2.6% | -58.8% | -58.0% |
| 3M | -87.4% | +1.2% | -88.7% | -87.7% |
| 6M | -80.9% | +12.1% | -93.0% | -82.7% |
| YTD | -86.8% | +24.1% | -111.0% | -89.0% |
| 1Y | -91.3% | +28.5% | -119.8% | -92.9% |
| All | -99.9% | +63.4% | -163.4% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 IWD 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