-99.8%
AMIX vs SW
+25.5%
-125.3%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.3% | -3.2% | -2.4% |
| 7D | -13.7% | -5.1% | -8.6% | -11.9% |
| 30D | -62.1% | -4.6% | -57.5% | -61.3% |
| 3M | -46.2% | +9.4% | -55.5% | -46.5% |
| 6M | -46.4% | +3.5% | -49.9% | -46.9% |
| YTD | -60.3% | +22.0% | -82.3% | -61.2% |
| 1Y | -79.7% | +2.2% | -81.9% | -79.6% |
| All | -99.8% | +25.5% | -125.3% | -99.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling