-99.9%
AMIX vs NWSA
+9.1%
-109.0%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.2% |
| 7D | -16.0% | -9.4% | -6.6% | -11.0% |
| 30D | -55.4% | -7.8% | -47.7% | -53.5% |
| 3M | -87.5% | -10.8% | -76.8% | -86.6% |
| 6M | -81.2% | +1.1% | -82.3% | -80.5% |
| YTD | -86.8% | +1.8% | -88.6% | -86.4% |
| 1Y | -91.6% | +6.0% | -97.6% | -91.3% |
| All | -99.9% | +9.1% | -109.0% | -99.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling