-99.3%
AMC vs GWW
+217.3%
-316.6%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.7% | +2.7% | +2.4% |
| 7D | +2.6% | +6.0% | -3.4% | -0.6% |
| 30D | +9.0% | +14.0% | -5.0% | +1.1% |
| 3M | +22.2% | +12.5% | +9.6% | +13.8% |
| 6M | +91.5% | +23.6% | +67.8% | +65.6% |
| YTD | +101.3% | +43.6% | +57.7% | +57.0% |
| 1Y | +20.8% | +52.5% | -31.7% | -9.9% |
| 3Y | -71.3% | +92.6% | -163.9% | -83.3% |
| All | -99.3% | +217.3% | -316.6% | -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