+40.7%
AMC vs BBWI
-2.2%
+42.9%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.5% | +2.3% | +1.8% |
| 7D | +5.5% | -4.2% | +9.7% | +6.2% |
| 30D | +16.1% | +24.9% | -8.7% | +14.2% |
| 3M | +43.0% | +13.2% | +29.8% | +41.8% |
| 6M | +130.7% | +12.1% | +118.6% | +126.2% |
| YTD | +121.8% | +11.1% | +110.7% | +117.6% |
| 1Y | +40.7% | +0.7% | +39.9% | +38.7% |
| All | +40.7% | -2.2% | +42.9% | +38.7% |
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