-91.7%
AMIX vs WOLF
+45.7%
-137.4%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +0.4% | +8.4% | +8.7% |
| 7D | +11.4% | +17.0% | -5.5% | +4.4% |
| 30D | -40.5% | -14.3% | -26.2% | -38.0% |
| 3M | -80.1% | -10.5% | -69.6% | -80.3% |
| 6M | -74.8% | -43.7% | -31.1% | -74.9% |
| YTD | -84.0% | +50.7% | -134.6% | -86.5% |
| 1Y | -89.7% | +46.7% | -136.4% | -91.3% |
| All | -91.7% | +45.7% | -137.4% | -92.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling