-99.9%
AMIX vs WAT
+42.5%
-142.4%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -3.1% | -2.5% | -4.2% |
| 7D | -25.5% | -5.6% | -19.9% | -23.3% |
| 30D | -56.2% | +3.8% | -60.0% | -56.8% |
| 3M | -87.4% | +13.3% | -100.7% | -88.1% |
| 6M | -80.9% | +32.2% | -113.1% | -81.8% |
| YTD | -86.8% | +19.3% | -106.1% | -87.9% |
| 1Y | -91.3% | +21.8% | -113.1% | -92.0% |
| All | -99.9% | +42.5% | -142.4% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 WAT 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