-98.8%
AMC vs NWSA
+141.7%
-240.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.1% | -0.3% | -0.7% |
| 7D | +8.4% | -0.8% | +9.2% | +9.2% |
| 30D | +9.2% | -11.3% | +20.5% | +20.2% |
| 3M | +32.0% | -8.1% | +40.1% | +41.2% |
| 6M | +149.3% | -0.7% | +149.9% | +147.9% |
| YTD | +114.1% | +1.3% | +112.8% | +106.0% |
| 1Y | +35.8% | -1.3% | +37.1% | +33.7% |
| 3Y | -58.3% | +28.4% | -86.7% | -68.3% |
| 5Y | -99.2% | +15.3% | -114.4% | -99.3% |
| All | -98.8% | +141.7% | -240.5% | -99.5% |
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