-92.4%
AMIX vs NWSA
-0.9%
-91.5%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.4% | -2.1% | -6.4% | -5.2% |
| 7D | -10.9% | -0.8% | -10.1% | -9.7% |
| 30D | -55.0% | -11.3% | -43.6% | -48.2% |
| 3M | -82.0% | -8.1% | -74.0% | -81.4% |
| 6M | -80.4% | -0.7% | -79.8% | -80.1% |
| YTD | -88.3% | +1.3% | -89.6% | -88.6% |
| 1Y | -92.4% | -1.3% | -91.1% | -93.2% |
| All | -92.4% | -0.9% | -91.5% | -93.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 1y: compounded portfolio wealth divided by compounded NWSA 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…
1y analysis · Full analysis span regression · 6 months rolling