-99.9%
AMIX vs GWRE
+41.7%
-141.7%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.1% | +2.2% | +1.4% |
| 7D | -9.9% | -2.0% | -7.9% | -9.6% |
| 30D | -52.8% | -4.1% | -48.7% | -52.5% |
| 3M | -80.0% | -13.4% | -66.7% | -79.8% |
| 6M | -80.2% | +26.0% | -106.2% | -81.4% |
| YTD | -88.1% | -21.3% | -66.9% | -88.2% |
| 1Y | -91.1% | -27.5% | -63.6% | -91.0% |
| All | -99.9% | +41.7% | -141.7% | -99.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling