-91.3%
AMIX vs SW
+25.8%
-117.1%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.5% | -4.1% | -4.5% |
| 7D | -25.5% | +4.7% | -30.1% | -28.1% |
| 30D | -56.2% | +5.0% | -61.2% | -58.2% |
| 3M | -87.4% | -7.3% | -80.1% | -86.8% |
| 6M | -80.9% | +15.0% | -95.9% | -80.9% |
| YTD | -86.8% | +18.5% | -105.4% | -85.5% |
| 1Y | -91.3% | +27.1% | -118.5% | -89.1% |
| All | -91.3% | +25.8% | -117.1% | -89.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 SW 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