-99.9%
AMIX vs WSM
+161.8%
-261.7%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | 0.0% | +8.9% | +8.8% |
| 7D | +11.4% | +3.1% | +8.4% | +10.1% |
| 30D | -40.5% | +8.5% | -49.0% | -42.5% |
| 3M | -80.1% | +4.6% | -84.7% | -80.4% |
| 6M | -74.8% | +44.5% | -119.4% | -76.2% |
| YTD | -84.0% | +48.4% | -132.4% | -84.8% |
| 1Y | -89.7% | +36.2% | -125.9% | -90.2% |
| All | -99.9% | +161.8% | -261.7% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 10y: compounded portfolio wealth divided by compounded WSM 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…
10y analysis · Full analysis span regression · 6 months rolling