-98.1%
AMC vs BWA
+66.6%
-164.6%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.8% | +1.6% | +2.5% |
| 7D | +2.3% | +5.7% | -3.3% | -1.4% |
| 30D | -0.7% | +1.4% | -2.2% | -2.4% |
| 3M | +35.2% | -12.1% | +47.3% | +44.8% |
| 6M | +124.6% | +28.6% | +96.0% | +81.0% |
| YTD | +69.9% | +51.1% | +18.8% | +15.8% |
| 1Y | -2.6% | +55.9% | -58.4% | -35.8% |
| 3Y | -79.8% | +70.1% | -149.9% | -88.2% |
| 5Y | -99.4% | +90.7% | -190.1% | -99.7% |
| 10Y | -98.9% | +154.0% | -252.9% | -99.5% |
| All | -98.1% | +66.6% | -164.6% | -99.0% |
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