-98.9%
AMC vs GWW
+557.3%
-656.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.7% | -0.7% | -2.3% |
| 7D | -0.8% | -1.5% | +0.8% | -0.2% |
| 30D | -1.2% | +1.1% | -2.3% | -1.7% |
| 3M | +42.2% | -1.0% | +43.2% | +42.3% |
| 6M | +118.8% | +16.3% | +102.5% | +103.7% |
| YTD | +64.1% | +28.5% | +35.6% | +46.2% |
| 1Y | -9.5% | +30.3% | -39.8% | -20.2% |
| 3Y | -64.3% | +91.6% | -155.9% | -73.6% |
| 5Y | -99.5% | +224.0% | -323.4% | -99.7% |
| 10Y | -98.9% | +551.3% | -650.2% | -99.5% |
| All | -98.9% | +557.3% | -656.2% | -99.5% |
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