-90.5%
AMIX vs TW
+18.0%
-108.5%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | +0.4% | +11.4% | +11.9% |
| 7D | +1.2% | +3.4% | -2.2% | +1.4% |
| 30D | -45.3% | +15.5% | -60.8% | -45.1% |
| 3M | -83.1% | +25.1% | -108.2% | -83.0% |
| 6M | -76.9% | +18.2% | -95.1% | -76.6% |
| YTD | -85.3% | +19.7% | -105.0% | -84.4% |
| All | -90.5% | +18.0% | -108.5% | -89.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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