-97.7%
AMC vs BBWI
-28.6%
-69.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -6.2% | -6.3% | -11.3% |
| 7D | 0.0% | -3.1% | +3.1% | +0.7% |
| 30D | +4.4% | +23.1% | -18.7% | +0.4% |
| 3M | +15.4% | +7.3% | +8.1% | +13.2% |
| 6M | +93.7% | +22.6% | +71.1% | +83.1% |
| YTD | +97.4% | +13.3% | +84.2% | +88.3% |
| 1Y | +23.2% | -2.6% | +25.8% | +19.8% |
| 3Y | -71.3% | -25.9% | -45.3% | -71.4% |
| 5Y | -99.3% | -66.7% | -32.5% | -99.2% |
| 10Y | -98.7% | -41.6% | -57.2% | -99.0% |
| All | -97.7% | -28.6% | -69.1% | -98.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling