-99.9%
AMIX vs TW
+31.7%
-131.7%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | -16.0% | +4.2% | -20.3% | -16.8% |
| 30D | -55.4% | +18.9% | -74.4% | -57.4% |
| 3M | -87.5% | +23.8% | -111.3% | -88.2% |
| 6M | -81.2% | +17.0% | -98.2% | -81.8% |
| YTD | -86.8% | +19.2% | -106.1% | -87.5% |
| 1Y | -91.6% | +20.1% | -111.7% | -92.0% |
| All | -99.9% | +31.7% | -131.7% | -99.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling