-98.2%
AMC vs TW
+211.4%
-309.6%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -3.0% | -0.4% | -2.6% |
| 7D | -0.8% | -3.5% | +2.7% | +0.2% |
| 30D | -1.2% | +0.5% | -1.7% | -1.4% |
| 3M | +42.2% | +4.9% | +37.3% | +39.8% |
| 6M | +118.8% | -17.1% | +135.9% | +128.9% |
| YTD | +64.1% | -3.9% | +68.0% | +63.1% |
| 1Y | -9.5% | -13.3% | +3.7% | -7.2% |
| 3Y | -64.3% | +20.9% | -85.3% | -68.4% |
| 5Y | -99.5% | +20.5% | -120.0% | -99.5% |
| All | -98.2% | +211.4% | -309.6% | -98.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling