-98.7%
AMC vs GWW
+696.0%
-794.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +0.7% | +7.6% | +8.0% |
| 7D | +6.6% | +5.3% | +1.3% | +4.6% |
| 30D | +14.1% | +12.4% | +1.7% | +9.0% |
| 3M | +31.3% | +13.7% | +17.5% | +24.6% |
| 6M | +126.7% | +18.0% | +108.7% | +110.8% |
| YTD | +117.9% | +44.6% | +73.4% | +85.3% |
| 1Y | +41.1% | +53.1% | -12.0% | +16.8% |
| 3Y | -61.0% | +90.2% | -151.2% | -70.9% |
| 5Y | -99.1% | +215.0% | -314.1% | -99.5% |
| 10Y | -98.7% | +658.9% | -757.6% | -99.4% |
| All | -98.7% | +696.0% | -794.7% | -99.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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