+20.8%
AMC vs BBWI
-6.0%
+26.7%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.3% | +5.2% | +2.3% |
| 7D | +2.6% | -6.2% | +8.8% | +3.5% |
| 30D | +9.0% | +19.9% | -10.9% | +7.7% |
| 3M | +22.2% | +7.1% | +15.0% | +22.0% |
| 6M | +91.5% | +13.7% | +77.8% | +87.1% |
| YTD | +101.3% | +9.6% | +91.7% | +98.0% |
| 1Y | +20.8% | -1.6% | +22.4% | +19.1% |
| All | +20.8% | -6.0% | +26.7% | +19.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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