-66.5%
AMC vs GWRE
+51.5%
-118.0%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -5.0% | +1.1% | -2.4% |
| 7D | -6.8% | -26.2% | +19.4% | +0.4% |
| 30D | +1.7% | -17.8% | +19.4% | +5.5% |
| 3M | +26.8% | +14.2% | +12.6% | +16.3% |
| 6M | +117.7% | -12.9% | +130.6% | +120.1% |
| YTD | +57.7% | -29.2% | +86.9% | +71.1% |
| 1Y | -12.5% | -44.4% | +32.0% | +4.2% |
| All | -66.5% | +51.5% | -118.0% | -79.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling