-92.4%
AMIX vs WAB
+44.7%
-137.1%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.4% | -1.2% | -7.2% | -8.4% |
| 7D | -10.9% | +7.9% | -18.8% | -10.9% |
| 30D | -55.0% | +4.9% | -59.9% | -54.9% |
| 3M | -82.0% | +1.8% | -83.8% | -82.0% |
| 6M | -80.4% | +12.0% | -92.4% | -80.0% |
| YTD | -88.3% | +41.3% | -129.5% | -85.0% |
| 1Y | -92.4% | +43.8% | -136.2% | -89.3% |
| All | -92.4% | +44.7% | -137.1% | -89.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 WAB 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