-79.7%
AMIX vs GWRE
-25.4%
-54.3%
-89.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -19.9% | +18.0% | +5.6% |
| 7D | -13.7% | -21.1% | +7.4% | -6.5% |
| 30D | -62.1% | +1.3% | -63.4% | -64.0% |
| 3M | -46.2% | +7.4% | -53.6% | -47.6% |
| 6M | -46.4% | +5.6% | -52.0% | -47.6% |
| YTD | -60.3% | -19.2% | -41.1% | -60.8% |
| 1Y | -79.7% | -25.1% | -54.5% | -79.7% |
| All | -79.7% | -25.4% | -54.3% | -79.7% |
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