+40.2%
AMC vs TW
+20.8%
+19.5%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +1.0% | +6.3% | +7.4% |
| 7D | +17.7% | +6.0% | +11.7% | +18.3% |
| 30D | +26.2% | +18.6% | +7.6% | +27.8% |
| 3M | +31.3% | +26.5% | +4.8% | +33.7% |
| 6M | +142.8% | +13.1% | +129.6% | +142.2% |
| YTD | +125.6% | +18.5% | +107.1% | +128.6% |
| 1Y | +40.2% | +21.7% | +18.5% | +40.4% |
| All | +40.2% | +20.8% | +19.5% | +40.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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