-99.9%
AMIX vs WU
-29.0%
-71.0%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.0% | -3.0% | -17.0% | -14.3% |
| 7D | -8.1% | +2.1% | -10.2% | -12.4% |
| 30D | -52.3% | +10.1% | -62.4% | -61.5% |
| 3M | -83.8% | -1.1% | -82.6% | -84.7% |
| 6M | -79.0% | -19.8% | -59.2% | -78.9% |
| YTD | -87.2% | -20.8% | -66.4% | -87.2% |
| 1Y | -91.7% | -15.1% | -76.6% | -91.7% |
| All | -99.9% | -29.0% | -71.0% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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