-99.9%
AMIX vs WAB
+132.9%
-232.8%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +2.0% | +1.4% |
| 7D | -9.9% | +5.1% | -14.9% | -11.3% |
| 30D | -52.8% | +4.0% | -56.8% | -53.3% |
| 3M | -80.0% | +0.1% | -80.1% | -80.0% |
| 6M | -80.2% | +12.8% | -93.0% | -81.1% |
| YTD | -88.1% | +40.1% | -128.2% | -89.8% |
| 1Y | -91.1% | +46.4% | -137.4% | -92.5% |
| All | -99.9% | +132.9% | -232.8% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling