-46.4%
AMIX vs NWSA
+28.2%
-74.6%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.8% | -0.1% | +5.2% |
| 7D | -13.7% | -1.9% | -11.8% | -6.9% |
| 30D | -62.1% | +4.6% | -66.6% | -68.6% |
| 3M | -46.2% | +13.2% | -59.4% | -60.2% |
| 6M | -46.4% | +27.0% | -73.4% | -63.5% |
| All | -46.4% | +28.2% | -74.6% | -63.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling