-99.9%
AMIX vs WAB
+117.7%
-217.6%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -5.6% | 0.0% | -3.7% |
| 7D | -25.5% | -2.5% | -23.0% | -24.8% |
| 30D | -56.2% | -4.4% | -51.8% | -55.5% |
| 3M | -87.4% | -5.9% | -81.5% | -87.2% |
| 6M | -80.9% | +5.9% | -86.8% | -81.4% |
| YTD | -86.8% | +30.9% | -117.8% | -88.4% |
| 1Y | -91.3% | +35.8% | -127.1% | -92.5% |
| All | -99.9% | +117.7% | -217.6% | -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