-46.4%
AMIX vs WAT
+31.9%
-78.3%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.0% | -0.9% | +1.4% |
| 7D | -13.7% | -1.3% | -12.4% | -10.5% |
| 30D | -62.1% | +2.3% | -64.4% | -66.2% |
| 3M | -46.2% | +8.7% | -54.9% | -56.5% |
| 6M | -46.4% | +28.3% | -74.7% | -57.5% |
| All | -46.4% | +31.9% | -78.3% | -57.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling