-98.1%
AMC vs NWSA
+100.9%
-198.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.8% | +6.1% | +5.6% |
| 7D | +2.3% | -1.9% | +4.2% | +3.6% |
| 30D | -0.7% | +4.6% | -5.3% | -4.2% |
| 3M | +35.2% | +13.2% | +22.0% | +21.8% |
| 6M | +124.6% | +27.0% | +97.6% | +85.9% |
| YTD | +69.9% | +16.8% | +53.0% | +47.9% |
| 1Y | -2.6% | +4.5% | -7.1% | -8.8% |
| 3Y | -79.8% | +46.2% | -126.0% | -85.5% |
| 5Y | -99.4% | +40.9% | -140.3% | -99.6% |
| 10Y | -98.9% | +145.1% | -244.0% | -99.5% |
| All | -98.1% | +100.9% | -198.9% | -99.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling