+35.8%
AMC vs NWSA
-0.9%
+36.7%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.1% | -0.3% | -1.3% |
| 7D | +8.4% | -0.8% | +9.2% | +8.9% |
| 30D | +9.2% | -11.3% | +20.5% | +16.6% |
| 3M | +32.0% | -8.1% | +40.1% | +39.4% |
| 6M | +149.3% | -0.7% | +149.9% | +156.0% |
| YTD | +114.1% | +1.3% | +112.8% | +118.2% |
| 1Y | +35.8% | -1.3% | +37.1% | +43.4% |
| All | +35.8% | -0.9% | +36.7% | +43.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling