-98.1%
AMC vs GWW
+546.0%
-644.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.9% | +3.4% | +4.0% |
| 7D | +2.3% | +1.4% | +0.9% | +1.7% |
| 30D | -0.7% | +3.3% | -4.0% | -2.2% |
| 3M | +35.2% | +2.9% | +32.3% | +33.1% |
| 6M | +124.6% | +15.8% | +108.8% | +109.7% |
| YTD | +69.9% | +32.0% | +37.8% | +49.9% |
| 1Y | -2.6% | +29.9% | -32.5% | -13.8% |
| 3Y | -79.8% | +91.1% | -170.8% | -84.9% |
| 5Y | -99.4% | +223.9% | -323.3% | -99.6% |
| 10Y | -98.9% | +567.0% | -665.9% | -99.5% |
| All | -98.1% | +546.0% | -644.0% | -99.1% |
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