-98.7%
AMC vs IWD
+203.8%
-302.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.8% | +1.7% |
| 7D | +5.5% | +1.6% | +3.9% | +4.0% |
| 30D | +16.1% | +3.6% | +12.5% | +11.7% |
| 3M | +43.0% | +2.0% | +40.9% | +40.3% |
| 6M | +130.7% | +13.1% | +117.6% | +98.1% |
| YTD | +121.8% | +26.2% | +95.6% | +66.4% |
| 1Y | +40.7% | +29.6% | +11.1% | +2.2% |
| 3Y | -56.8% | +84.3% | -141.1% | -80.2% |
| 5Y | -99.1% | +73.4% | -172.5% | -99.5% |
| 10Y | -98.7% | +202.4% | -301.1% | -99.6% |
| All | -98.7% | +203.8% | -302.4% | -99.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 10y: compounded portfolio wealth divided by compounded IWD 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…
10y analysis · Full analysis span regression · 6 months rolling