-92.6%
AMIX vs WETO
-99.4%
+6.7%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +7.1% | -11.1% | -3.7% |
| 7D | -6.3% | -19.9% | +13.6% | -7.2% |
| 30D | -51.9% | -42.7% | -9.3% | -46.6% |
| 3M | -44.9% | -97.7% | +52.8% | -31.7% |
| 6M | -47.9% | -94.4% | +46.5% | -38.4% |
| YTD | -62.0% | -97.0% | +35.0% | -53.6% |
| 1Y | -82.0% | -98.9% | +16.9% | -77.1% |
| All | -92.6% | -99.4% | +6.7% | -90.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 WETO 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