+40.2%
AMC vs BWA
+17.4%
+22.9%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -2.5% | +9.9% | +7.4% |
| 7D | +17.7% | -9.9% | +27.6% | +18.2% |
| 30D | +26.2% | -16.4% | +42.5% | +27.1% |
| 3M | +31.3% | -19.8% | +51.2% | +32.1% |
| 6M | +142.8% | -10.0% | +152.7% | +142.2% |
| YTD | +125.6% | +12.7% | +112.9% | +103.5% |
| 1Y | +40.2% | +15.7% | +24.6% | +26.2% |
| All | +40.2% | +17.4% | +22.9% | +26.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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