-99.8%
AMIX vs IWD
+62.4%
-162.1%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.7% | -1.2% | -0.9% |
| 7D | -13.7% | -0.3% | -13.5% | -13.3% |
| 30D | -62.1% | +0.6% | -62.7% | -62.4% |
| 3M | -46.2% | +7.2% | -53.4% | -49.1% |
| 6M | -46.4% | +16.2% | -62.6% | -52.6% |
| YTD | -60.3% | +23.3% | -83.6% | -66.3% |
| 1Y | -79.7% | +29.6% | -109.2% | -83.4% |
| All | -99.8% | +62.4% | -162.1% | -99.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling