-98.7%
AMC vs GWW
+663.6%
-762.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.7% | 0.0% | +1.0% |
| 7D | +5.5% | +5.5% | -0.1% | +3.4% |
| 30D | +16.1% | +14.4% | +1.7% | +10.1% |
| 3M | +43.0% | +13.7% | +29.3% | +35.7% |
| 6M | +130.7% | +20.1% | +110.6% | +113.0% |
| YTD | +121.8% | +47.1% | +74.7% | +87.2% |
| 1Y | +40.7% | +56.2% | -15.6% | +15.5% |
| 3Y | -56.8% | +90.5% | -147.3% | -67.8% |
| 5Y | -99.1% | +221.2% | -320.3% | -99.4% |
| 10Y | -98.7% | +648.4% | -747.1% | -99.4% |
| All | -98.7% | +663.6% | -762.3% | -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