-79.7%
AMIX vs SW
+1.0%
-80.7%
-89.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.3% | -3.2% | -2.9% |
| 7D | -13.7% | -5.1% | -8.6% | -10.0% |
| 30D | -62.1% | -4.6% | -57.5% | -60.6% |
| 3M | -46.2% | +9.4% | -55.5% | -46.3% |
| 6M | -46.4% | +3.5% | -49.9% | -47.6% |
| YTD | -60.3% | +22.0% | -82.3% | -60.9% |
| 1Y | -79.7% | +2.2% | -81.9% | -76.6% |
| All | -79.7% | +1.0% | -80.7% | -76.6% |
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