-99.3%
AMC vs IWD
+68.9%
-168.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.3% | +2.6% |
| 7D | +2.6% | -0.5% | +3.1% | +4.2% |
| 30D | +9.0% | +2.7% | +6.4% | +4.9% |
| 3M | +22.2% | +0.9% | +21.3% | +21.2% |
| 6M | +91.5% | +10.5% | +80.9% | +60.9% |
| YTD | +101.3% | +23.7% | +77.6% | +39.2% |
| 1Y | +20.8% | +28.7% | -8.0% | -22.2% |
| 3Y | -71.3% | +79.7% | -151.0% | -90.8% |
| All | -99.3% | +68.9% | -168.2% | -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