-99.9%
AMIX vs WAB
+137.2%
-237.1%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +1.8% | +7.0% | +8.2% |
| 7D | +11.4% | +4.0% | +7.4% | +10.0% |
| 30D | -40.5% | +6.3% | -46.8% | -41.7% |
| 3M | -80.1% | +3.3% | -83.4% | -80.3% |
| 6M | -74.8% | +14.5% | -89.3% | -76.1% |
| YTD | -84.0% | +42.7% | -126.7% | -86.3% |
| 1Y | -89.7% | +45.2% | -134.9% | -91.2% |
| All | -99.9% | +137.2% | -237.1% | -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