-81.7%
AMIX vs GWRE
-45.7%
-36.0%
-89.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.0% | +4.8% | +1.8% |
| 7D | +1.6% | -26.2% | +27.8% | +13.1% |
| 30D | -50.8% | -17.8% | -33.1% | -48.7% |
| 3M | -46.3% | +14.2% | -60.5% | -46.8% |
| 6M | -49.9% | -12.9% | -37.0% | -46.9% |
| YTD | -60.4% | -29.2% | -31.2% | -60.5% |
| 1Y | -81.7% | -44.4% | -37.3% | -80.1% |
| All | -81.7% | -45.7% | -36.0% | -80.1% |
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