-73.7%
AMIX vs GWRE
+14.0%
-87.7%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| 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% | -39.3% |
| 3M | -80.1% | -10.1% | -70.0% | -80.2% |
| All | -73.7% | +14.0% | -87.7% | -73.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling