-71.3%
AMC vs GWW
+92.7%
-164.1%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.7% | +2.7% | +2.2% |
| 7D | +2.6% | +6.0% | -3.4% | +1.0% |
| 30D | +9.0% | +14.0% | -5.0% | +4.9% |
| 3M | +22.2% | +12.5% | +9.6% | +17.9% |
| 6M | +91.5% | +23.6% | +67.8% | +76.9% |
| YTD | +101.3% | +43.6% | +57.7% | +76.3% |
| 1Y | +20.8% | +52.5% | -31.7% | +3.2% |
| 3Y | -71.3% | +92.6% | -163.9% | -77.4% |
| All | -71.3% | +92.7% | -164.1% | -77.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling