-91.6%
AMIX vs GWRE
-24.5%
-67.1%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +5.9% | -9.0% | -4.9% |
| 7D | -25.1% | +2.2% | -27.3% | -25.7% |
| 30D | -54.5% | +4.5% | -59.0% | -55.4% |
| 3M | -91.7% | +6.4% | -98.2% | -92.4% |
| 6M | -79.4% | +18.8% | -98.3% | -80.6% |
| YTD | -86.1% | -15.1% | -70.9% | -88.4% |
| 1Y | -91.6% | -23.4% | -68.2% | -94.7% |
| All | -91.6% | -24.5% | -67.1% | -94.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 1y: compounded portfolio wealth divided by compounded GWRE 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…
1y analysis · Full analysis span regression · 6 months rolling