-99.3%
AMC vs NWSA
+12.8%
-112.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.3% | +2.3% | +2.2% |
| 7D | +2.6% | -9.4% | +12.0% | +11.3% |
| 30D | +9.0% | -7.8% | +16.8% | +16.5% |
| 3M | +22.2% | -10.8% | +32.9% | +33.6% |
| 6M | +91.5% | +1.1% | +90.4% | +87.1% |
| YTD | +101.3% | +1.8% | +99.5% | +92.8% |
| 1Y | +20.8% | +6.0% | +14.8% | +10.8% |
| 3Y | -71.3% | +24.6% | -95.9% | -78.6% |
| All | -99.3% | +12.8% | -112.1% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling