-99.1%
AMC vs IWD
+72.9%
-172.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +2.0% | +6.3% | +4.6% |
| 7D | +6.6% | +1.3% | +5.3% | +5.1% |
| 30D | +14.1% | +3.6% | +10.5% | +8.1% |
| 3M | +31.3% | +2.3% | +28.9% | +27.1% |
| 6M | +126.7% | +13.0% | +113.6% | +83.1% |
| YTD | +117.9% | +26.2% | +91.8% | +45.7% |
| 1Y | +41.1% | +30.5% | +10.6% | -11.0% |
| 3Y | -61.0% | +86.2% | -147.2% | -88.4% |
| 5Y | -99.1% | +72.9% | -172.0% | -99.7% |
| All | -99.1% | +72.9% | -172.1% | -99.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling