-99.9%
AMIX vs GWRE
+44.1%
-144.0%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | -0.4% | +12.2% | +11.9% |
| 7D | +1.2% | -1.0% | +2.2% | +1.3% |
| 30D | -45.3% | -3.9% | -41.5% | -45.0% |
| 3M | -83.1% | -5.7% | -77.4% | -83.3% |
| 6M | -76.9% | +16.2% | -93.0% | -77.9% |
| YTD | -85.3% | -20.0% | -65.3% | -85.4% |
| 1Y | -89.8% | -26.2% | -63.6% | -89.8% |
| All | -99.9% | +44.1% | -144.0% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling