-9.5%
AMC vs NWSA
+2.1%
-11.6%
-69.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.9% | -1.5% | -3.1% |
| 7D | -0.8% | -2.6% | +1.9% | -0.4% |
| 30D | -1.2% | +4.6% | -5.7% | -1.8% |
| 3M | +42.2% | +10.2% | +32.0% | +40.2% |
| 6M | +118.8% | +21.6% | +97.2% | +112.4% |
| YTD | +64.1% | +14.6% | +49.5% | +59.7% |
| 1Y | -9.5% | +0.4% | -9.9% | -7.5% |
| All | -9.5% | +2.1% | -11.6% | -7.5% |
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 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