-91.6%
AMIX vs WAB
+36.8%
-128.4%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -5.6% | 0.0% | -5.8% |
| 7D | -25.5% | -2.5% | -23.0% | -25.4% |
| 30D | -56.2% | -4.4% | -51.8% | -56.1% |
| 3M | -87.4% | -5.9% | -81.5% | -87.4% |
| 6M | -80.9% | +5.9% | -86.8% | -80.4% |
| YTD | -86.8% | +30.9% | -117.8% | -83.6% |
| All | -91.6% | +36.8% | -128.4% | -87.4% |
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