-98.7%
AMC vs NWSA
+159.6%
-258.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +0.7% | +7.6% | +7.7% |
| 7D | +6.6% | -10.5% | +17.1% | +16.6% |
| 30D | +14.1% | -8.8% | +22.9% | +22.9% |
| 3M | +31.3% | -6.5% | +37.8% | +38.6% |
| 6M | +126.7% | -1.3% | +128.0% | +126.8% |
| YTD | +117.9% | +2.5% | +115.5% | +107.9% |
| 1Y | +41.1% | +0.2% | +40.9% | +37.2% |
| 3Y | -61.0% | +27.6% | -88.6% | -70.1% |
| 5Y | -99.1% | +17.0% | -116.1% | -99.3% |
| 10Y | -98.7% | +148.3% | -247.0% | -99.4% |
| All | -98.7% | +159.6% | -258.3% | -99.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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