-99.9%
AMIX vs WY
-31.7%
-68.2%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.0% | +0.1% | -20.1% | -20.0% |
| 7D | -8.1% | -5.1% | -3.0% | -6.3% |
| 30D | -52.3% | +9.0% | -61.3% | -54.4% |
| 3M | -83.8% | -16.7% | -67.1% | -82.3% |
| 6M | -79.0% | -10.3% | -68.7% | -76.5% |
| YTD | -87.2% | -10.5% | -76.7% | -85.7% |
| 1Y | -91.7% | -5.9% | -85.8% | -90.5% |
| All | -99.9% | -31.7% | -68.2% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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