-99.9%
AMIX vs TW
+34.7%
-134.6%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.0% | +0.7% | -20.7% | -20.2% |
| 7D | -8.1% | +2.8% | -10.9% | -8.7% |
| 30D | -52.3% | +18.1% | -70.3% | -54.2% |
| 3M | -83.8% | +25.2% | -109.0% | -84.7% |
| 6M | -79.0% | +19.1% | -98.1% | -79.7% |
| YTD | -87.2% | +21.9% | -109.1% | -87.8% |
| 1Y | -91.7% | +18.9% | -110.6% | -92.0% |
| All | -99.9% | +34.7% | -134.6% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling