-99.9%
AMIX vs WAB
+133.1%
-233.0%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | +5.1% | +6.7% | +10.0% |
| 7D | +1.2% | +4.0% | -2.8% | -0.1% |
| 30D | -45.3% | +4.5% | -49.8% | -46.1% |
| 3M | -83.1% | +2.3% | -85.4% | -83.2% |
| 6M | -76.9% | +12.5% | -89.3% | -77.9% |
| YTD | -85.3% | +40.2% | -125.5% | -87.3% |
| 1Y | -89.8% | +45.2% | -135.0% | -91.4% |
| All | -99.9% | +133.1% | -233.0% | -100.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling