-97.5%
AMC vs GWW
+606.1%
-703.6%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +0.5% | +7.8% | +8.1% |
| 7D | +6.6% | +5.1% | +1.5% | +4.7% |
| 30D | +14.1% | +12.2% | +1.9% | +9.1% |
| 3M | +31.3% | +13.5% | +17.7% | +24.7% |
| 6M | +126.7% | +17.8% | +108.9% | +111.1% |
| YTD | +117.9% | +44.3% | +73.6% | +85.7% |
| 1Y | +41.1% | +52.8% | -11.8% | +17.1% |
| 3Y | -61.0% | +89.9% | -150.9% | -70.8% |
| 5Y | -99.1% | +214.5% | -313.6% | -99.5% |
| 10Y | -98.7% | +657.6% | -756.3% | -99.4% |
| All | -97.5% | +606.1% | -703.6% | -98.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling