-89.7%
AMIX vs GWRE
-29.0%
-60.7%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -3.3% | +12.2% | +9.9% |
| 7D | +11.4% | -3.5% | +14.9% | +12.4% |
| 30D | -40.5% | -7.1% | -33.4% | -39.4% |
| 3M | -80.1% | -10.1% | -70.0% | -80.2% |
| 6M | -74.8% | +12.3% | -87.1% | -75.8% |
| YTD | -84.0% | -22.7% | -61.3% | -86.1% |
| 1Y | -89.7% | -28.6% | -61.1% | -92.2% |
| All | -89.7% | -29.0% | -60.7% | -92.2% |
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