-97.7%
AMC vs BWA
+20.4%
-118.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.7% | -0.7% | +0.2% |
| 7D | +2.6% | -5.5% | +8.1% | +6.7% |
| 30D | +9.0% | -21.7% | +30.8% | +28.3% |
| 3M | +22.2% | -25.6% | +47.8% | +47.0% |
| 6M | +91.5% | -17.4% | +108.9% | +108.6% |
| YTD | +101.3% | +9.2% | +92.1% | +69.6% |
| 1Y | +20.8% | +9.7% | +11.0% | +1.0% |
| 3Y | -71.3% | +54.6% | -126.0% | -82.5% |
| 5Y | -99.2% | +26.8% | -126.0% | -99.5% |
| 10Y | -98.7% | +89.0% | -187.7% | -99.3% |
| All | -97.7% | +20.4% | -118.1% | -98.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling