-99.4%
AMC vs GWW
+224.0%
-323.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.9% | +3.4% | +3.8% |
| 7D | +2.3% | +1.4% | +0.9% | +1.4% |
| 30D | -0.7% | +3.3% | -4.0% | -2.8% |
| 3M | +35.2% | +2.9% | +32.3% | +31.8% |
| 6M | +124.6% | +15.8% | +108.8% | +101.8% |
| YTD | +69.9% | +32.0% | +37.8% | +39.5% |
| 1Y | -2.6% | +29.9% | -32.5% | -19.6% |
| 3Y | -79.8% | +91.1% | -170.8% | -88.2% |
| All | -99.4% | +224.0% | -323.5% | -99.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling