-97.7%
AMC vs IWD
+273.7%
-371.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -2.6% | -9.9% | -9.2% |
| 7D | 0.0% | -0.9% | +0.9% | +1.7% |
| 30D | +4.4% | +2.6% | +1.8% | +1.7% |
| 3M | +15.4% | +1.2% | +14.1% | +14.3% |
| 6M | +93.7% | +12.1% | +81.6% | +69.2% |
| YTD | +97.4% | +24.1% | +73.3% | +53.0% |
| 1Y | +23.2% | +28.5% | -5.3% | -8.4% |
| 3Y | -71.3% | +79.5% | -150.8% | -85.8% |
| 5Y | -99.3% | +70.3% | -169.6% | -99.6% |
| 10Y | -98.7% | +212.5% | -311.3% | -99.6% |
| All | -97.7% | +273.7% | -371.4% | -99.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling