-98.1%
AMC vs IWD
+271.2%
-369.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.7% | +5.0% | +5.2% |
| 7D | +2.3% | -0.3% | +2.6% | +2.6% |
| 30D | -0.7% | +0.6% | -1.3% | -1.5% |
| 3M | +35.2% | +7.2% | +28.0% | +23.8% |
| 6M | +124.6% | +16.2% | +108.4% | +87.3% |
| YTD | +69.9% | +23.3% | +46.5% | +31.9% |
| 1Y | -2.6% | +29.6% | -32.1% | -28.9% |
| 3Y | -79.8% | +70.5% | -150.2% | -89.4% |
| 5Y | -99.4% | +73.5% | -172.9% | -99.7% |
| 10Y | -98.9% | +198.3% | -297.2% | -99.6% |
| All | -98.1% | +271.2% | -369.3% | -99.5% |
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