-99.1%
AMC vs BBWI
-67.2%
-32.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.5% | -1.3% |
| 7D | -2.8% | -7.7% | +4.9% | 0.0% |
| 30D | +14.0% | +24.8% | -10.8% | +5.9% |
| 3M | +42.5% | +16.2% | +26.3% | +33.7% |
| 6M | +142.6% | +15.8% | +126.7% | +122.5% |
| YTD | +119.2% | +11.4% | +107.8% | +100.6% |
| 1Y | +40.7% | +3.2% | +37.5% | +29.9% |
| 3Y | -57.3% | -23.5% | -33.8% | -60.9% |
| 5Y | -99.1% | -67.4% | -31.7% | -98.4% |
| All | -99.1% | -67.2% | -32.0% | -98.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling