-99.9%
AMIX vs NWSA
+10.9%
-110.8%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.0% | +0.8% | -20.8% | -20.6% |
| 7D | -8.1% | -12.2% | +4.1% | 0.0% |
| 30D | -52.3% | -8.7% | -43.6% | -49.7% |
| 3M | -83.8% | -6.0% | -77.8% | -83.4% |
| 6M | -79.0% | -0.3% | -78.6% | -78.5% |
| YTD | -87.2% | +3.5% | -90.7% | -86.9% |
| 1Y | -91.7% | +0.8% | -92.5% | -91.5% |
| All | -99.9% | +10.9% | -110.8% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling