-57.7%
AMC vs GWRE
+76.3%
-134.0%
-88.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.2% | -3.5% | -2.6% |
| 7D | +8.4% | -4.4% | +12.8% | +9.6% |
| 30D | +9.2% | -3.5% | +12.6% | +9.7% |
| 3M | +32.0% | -7.6% | +39.6% | +31.4% |
| 6M | +149.3% | +21.8% | +127.5% | +128.2% |
| YTD | +114.1% | -20.4% | +134.5% | +122.0% |
| 1Y | +35.8% | -27.6% | +63.4% | +45.6% |
| All | -57.7% | +76.3% | -134.0% | -70.7% |
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