-79.4%
AMIX vs SW
+17.5%
-96.9%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +4.1% | -7.1% | -8.9% |
| 7D | -25.1% | +12.1% | -37.2% | -38.0% |
| 30D | -54.5% | +6.6% | -61.1% | -59.8% |
| 3M | -91.7% | -6.0% | -85.7% | -91.0% |
| 6M | -79.4% | +21.5% | -100.9% | -82.7% |
| All | -79.4% | +17.5% | -96.9% | -82.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling