-99.0%
AMC vs GWRE
+129.6%
-228.6%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.5% | -2.6% | -3.5% |
| 7D | -7.1% | -30.9% | +23.9% | +6.0% |
| 30D | -1.7% | -20.7% | +19.0% | +5.5% |
| 3M | +13.5% | +20.2% | -6.7% | 0.0% |
| 6M | +112.6% | -11.9% | +124.5% | +111.6% |
| YTD | +51.3% | -30.3% | +81.6% | +65.4% |
| 1Y | -14.5% | -44.6% | +30.1% | +3.5% |
| 3Y | -67.1% | +48.8% | -115.9% | -76.6% |
| 5Y | -99.5% | +14.8% | -114.3% | -99.7% |
| All | -99.0% | +129.6% | -228.6% | -99.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling