-93.2%
AMIX vs WOLF
+32.2%
-125.3%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +16.8% | -16.8% | -6.4% |
| 7D | -16.0% | +8.2% | -24.3% | -19.2% |
| 30D | -55.4% | -24.2% | -31.3% | -51.4% |
| 3M | -87.5% | -13.8% | -73.7% | -87.9% |
| 6M | -81.2% | -44.8% | -36.4% | -80.8% |
| YTD | -86.8% | +36.6% | -123.5% | -88.5% |
| 1Y | -91.6% | +27.6% | -119.1% | -92.6% |
| All | -93.2% | +32.2% | -125.3% | -93.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WOLF.
Daily Out/Under-Performance
Portfolio return minus WOLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WOLF 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 3y: compounded portfolio wealth divided by compounded WOLF 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…
3y analysis · Full analysis span regression · 6 months rolling