-2.6%
AMC vs GWRE
-25.4%
+22.8%
-69.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -19.9% | +24.3% | +8.1% |
| 7D | +2.3% | -21.1% | +23.4% | +6.3% |
| 30D | -0.7% | +1.3% | -2.1% | -3.1% |
| 3M | +35.2% | +7.4% | +27.8% | +31.9% |
| 6M | +124.6% | +5.6% | +119.0% | +119.1% |
| YTD | +69.9% | -19.2% | +89.1% | +70.4% |
| 1Y | -2.6% | -25.1% | +22.6% | -0.4% |
| All | -2.6% | -25.4% | +22.8% | -0.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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